Estimation of the Hurst parameter in some fractional processes (Q4922651): Difference between revisions

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+https://doi.org/10.1080/00949655.2011.624098
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+W2066299565
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+Tests for Hurst effect
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+ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION
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+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
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+On fractional Ornstein-Uhlenbeck processes
@@ Property / cites work: On fractional Ornstein-Uhlenbeck processes / rank @@
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+Asymptotic behavior of the eigenvalues of certain integral equations. II
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+Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
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+Asymptotics of Karhunen-Loève eigenvalues and tight constants for probability distributions of passive scalar transport
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