Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0910.3088 / rank | |||
Normal rank | |||
Revision as of 13:31, 18 April 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
