Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions

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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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