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- 2018-06-15 Paper Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise 2017-04-11 Paper Parameter estimation of...10 bytes (18 words) - 21:31, 11 December 2023
- of Cantor circle Julia sets 2021-06-08 Paper The dimension paradox in parameter space of cosine family 2020-08-24 Paper Quasisymmetric geometry of Sierpiński...10 bytes (17 words) - 05:32, 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
- estimate long memory parameter 2022-03-24 Paper Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory 2022-01-19...10 bytes (16 words) - 23:04, 24 September 2023
- price under structural modeling 2015-06-17 Paper Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method 2015-06-17 Paper...10 bytes (18 words) - 17:50, 13 December 2023
- Applications 2023-09-19 Paper Parameter estimation for Vasicek model driven by a general Gaussian noise 2023-06-27 Paper Parameter estimation for an Ornstein-Uhlenbeck...10 bytes (15 words) - 10:43, 5 September 2024
- 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
- Hidden Markov Mixture Autoregressive Models: Parameter Estimation 2011-05-14 Paper A new three-parameter ageing distribution 2011-04-15 Paper Spectral...10 bytes (16 words) - 01:17, 11 December 2023
- of non-Gaussian long-range dependent processes and estimation of the Hurst parameter 2014-01-15 Paper On the vaguelet and Riesz properties of \(L^2\)-unbounded...10 bytes (16 words) - 01:08, 10 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
- Publication Date of Publication Type Optimal estimation of the rough Hurst parameter in additive noise 2024-03-04 Paper The two square root laws of market...10 bytes (16 words) - 10:46, 5 September 2024
- equation with double-parameter fractional noises 2015-02-06 Paper The generalized quadratic covariation for fractional Brownian motion with Hurst index less than...10 bytes (17 words) - 23:07, 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 (18 words) - 09:55, 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
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift 2020-04-01 Paper On comparison of the estimators of the Hurst index...10 bytes (16 words) - 11:24, 11 December 2023
- Paper Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$ 2018-10-04 Paper...10 bytes (16 words) - 02:56, 7 October 2023
- nosocomial infections 2012-10-02 Paper Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size 2012-04-04...10 bytes (18 words) - 02:01, 25 September 2023
