Estimation of the Hurst parameter from discrete noisy data (Q2466677)

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Estimation of the Hurst parameter from discrete noisy data
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    Estimation of the Hurst parameter from discrete noisy data (English)
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    16 January 2008
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    scaling exponent
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    noisy data
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    high frequency data
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    fractional Brownian motion
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    adaptive estimation of quadratic functionals
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    wavelet methods
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