Estimation of the Hurst parameter from discrete noisy data (Q2466677): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q193794 |
Changed an Item |
||
| Property / author | |||
| Property / author: Marc Hoffmann / rank | |||
Normal rank | |||
Revision as of 17:32, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst parameter from discrete noisy data |
scientific article |
Statements
Estimation of the Hurst parameter from discrete noisy data (English)
0 references
16 January 2008
0 references
scaling exponent
0 references
noisy data
0 references
high frequency data
0 references
fractional Brownian motion
0 references
adaptive estimation of quadratic functionals
0 references
wavelet methods
0 references
