Estimating the Hurst parameter (Q882909)

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Estimating the Hurst parameter
scientific article

    Statements

    title
    Estimating the Hurst parameter (English)
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    author
    Corinne Berzin
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    José Rafael León
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    publication date
    24 May 2007
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    zbMATH Keywords
    central limit theorem
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    estimation
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    fractional Brownian motion
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    Gaussian processes
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    Hermite polynomials
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62M10
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    60F15
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    60F05
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    zbMATH DE Number
    5157025
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    OpenAlex ID
    W2036846073
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