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- Publication Date of Publication Type Contradictory relationship between Hurst parameter and queueing performance (extended version) 2003-02-17 Paper...10 bytes (16 words) - 21:27, 24 September 2023
- Publication Date of Publication Type Bayesian estimation of the Hurst parameter of fractional Brownian motion 2017-10-27 Paper...10 bytes (18 words) - 22:07, 27 December 2023
- Publication Date of Publication Type Bayesian estimation of the Hurst parameter of fractional Brownian motion 2017-10-27 Paper...10 bytes (18 words) - 22:07, 27 December 2023
- rough path associated to the multidimensional analytic fBm with any Hurst parameter 2011-06-22 Paper A Hamiltonian Action of the Schrödinger–Virasoro Algebra...10 bytes (19 words) - 17:29, 9 December 2023
- fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter 2019-08-28 Paper The Euler-Maruyama Scheme for SDEs with Irregular Drift:...10 bytes (17 words) - 22:14, 9 December 2023
- study of the influence of an irregular sample on the estimation of the Hurst parameter 2020-08-31 Paper https://portal.mardi4nfdi.de/entity/Q3440277 2007-05-22...10 bytes (16 words) - 09:55, 25 September 2023
- equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2 2016-11-25 Paper...10 bytes (18 words) - 03:37, 25 September 2023
- Publication Date of Publication Type Fractional Brownian motion with variable Hurst parameter: definition and properties 2015-12-07 Paper On time-changed Gaussian...10 bytes (16 words) - 09:00, 6 October 2023
- minimal regularity 2019-07-09 Paper Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter 2019-05-31 Paper Parabolic Anderson...10 bytes (17 words) - 11:56, 9 December 2023
- noise with Hurst parameter \(H < 1/2\) 2012-06-19 Paper Branching Points For a Class of Variational Equations Involving Potential With Parameter 2008-06-18...10 bytes (16 words) - 23:25, 9 December 2023
- Healthy versus congestive heart failure patients -- an approach via the Hurst parameter 2021-11-16 Paper Generalized \(p\) value for multivariate Gaussian stochastic...10 bytes (16 words) - 04:09, 25 September 2023
- mobile backbones. 2003-08-19 Paper Contradictory relationship between Hurst parameter and queueing performance (extended version) 2003-02-17 Paper...10 bytes (16 words) - 11:45, 7 October 2023
- non-ergodic Gaussian processes 2017-11-02 Paper Estimation and testing of the Hurst parameter usingp-variation 2013-09-25 Paper...10 bytes (17 words) - 19:35, 24 September 2023
- the maximum likelihood estimator for Hurst exponent 2019-02-08 Paper A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian...10 bytes (18 words) - 20:23, 24 September 2023
- VARIABLES 2021-12-13 Paper Estimation of hurst parameter and minimum variance spectrum 2019-12-04 Paper PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA...10 bytes (18 words) - 07:35, 7 October 2023
- Publication Date of Publication Type Baxter estimates of the Hurst parameter of fractional Brownian motion 2020-11-24 Paper https://portal.mardi4nfdi.de/entity/Q5507219...10 bytes (18 words) - 00:57, 25 September 2023
- \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus 2020-02-28 Paper Behavior with respect to the Hurst index of...10 bytes (16 words) - 09:19, 25 September 2023
- residual-based cointegration procedure 2004-05-27 Paper Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood...10 bytes (16 words) - 12:50, 24 September 2023
- study of the influence of an irregular sample on the estimation of the Hurst parameter 2020-08-31 Paper https://portal.mardi4nfdi.de/entity/Q3440277 2007-05-22...10 bytes (18 words) - 09:55, 25 September 2023
- equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps 2024-01-05 Paper Numerical...10 bytes (16 words) - 23:31, 24 September 2023
