Statistical inference with fractional Brownian motion (Q1779000): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Alexander G. Kukush / rank | |||
| Property / author | |||
| Property / author: Alexander G. Kukush / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/b:sisp.0000049124.59173.79 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1980646103 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference with fractional Brownian motion |
scientific article |
Statements
Statistical inference with fractional Brownian motion (English)
0 references
20 June 2005
0 references
fractional Brownian motions
0 references
hypothesis testing
0 references
goodness-of-fit test
0 references
volatility estimation
0 references
