Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires (Q2745754)

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Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires
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    Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires (English)
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    24 July 2003
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    Hurst parameter
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    moving average
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    harmonizable
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