Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion (Q520702): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion |
scientific article |
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Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion (English)
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5 April 2017
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discrete variations
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heavy-tailed distributions
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laws of large numbers
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statistical estimation of functions
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time changing Hurst parameter
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