Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / zbMATH DE Number: 6022127 / rank | |||
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concentration inequalities | |||
| Property / zbMATH Keywords: concentration inequalities / rank | |||
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Revision as of 18:40, 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 |
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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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