Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions
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| Property / DOI: 10.1007/S11203-011-9061-3 / rank | |||
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Latest revision as of 16:43, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size |
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Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (English)
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4 April 2012
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concentration inequalities
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