Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter |
scientific article |
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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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