Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (Q5937005): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:40, 30 January 2024
scientific article; zbMATH DE number 1618307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient |
scientific article; zbMATH DE number 1618307 |
Statements
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (English)
0 references
12 July 2001
0 references
box-counting method
0 references
self affineness
0 references
self similarity
0 references
fractal dimension
0 references
fractional Brownian motion
0 references
Gaussian process
0 references
long-range dependence
0 references
Monte Carlo
0 references
R-S analysis
0 references
financial markets
0 references
commodity prices
0 references
