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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W1977718660 / rank
 
Normal rank

Revision as of 03:04, 20 March 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
scientific article

    Statements

    Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (English)
    0 references
    4 April 2012
    0 references
    concentration inequalities
    0 references
    0 references
    0 references
    0 references

    Identifiers