Estimation of the Hurst parameter from discrete noisy data (Q2466677)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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