Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions

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+Wavelet estimator of long-range dependent processes.
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+Measuring the roughness of random paths by increment ratios
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+Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
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+Orthonormal bases of compactly supported wavelets
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Robust estimation of the self-similarity parameter in network traffic using wavelet transform
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+A wavelet-based joint estimator of the parameters of long-range dependence
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@@ Property / DOI @@
+.1007/S11203-011-9061-3
@@ Property / DOI: 10.1007/S11203-011-9061-3 / rank @@
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