Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373): Difference between revisions

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Latest revision as of 10:33, 23 July 2024

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Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter
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    Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (English)
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    31 August 2020
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    irregular sampling
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    fractional Brownian motion
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    Hurst parameter estimation
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    maximum likelihood estimator
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