A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837): Difference between revisions

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Latest revision as of 02:42, 28 July 2024

scientific article; zbMATH DE number 7480147
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English
A new estimator of the self-similarity exponent through the empirical likelihood ratio test
scientific article; zbMATH DE number 7480147

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    A new estimator of the self-similarity exponent through the empirical likelihood ratio test (English)
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    23 February 2022
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    self-similarity
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    fractional Brownian motion
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    empirical likelihood ratio
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    distribution-based test
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