Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6022127 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
concentration inequalities | |||
| Property / zbMATH Keywords: concentration inequalities / rank | |||
Normal rank | |||
Revision as of 19:40, 29 June 2023
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
