Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variations and Hurst index estimation for a Rosenblatt process using longer filters |
scientific article |
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Variations and Hurst index estimation for a Rosenblatt process using longer filters (English)
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27 May 2013
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multiple Wiener integral
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Rosenblatt process
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fractional Brownian motion
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non-central limit theorem
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quadratic variation
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self-similarity
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Malliavin calculus
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parameter estimation
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