A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion |
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A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (English)
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15 December 2016
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fractional Brownian motion
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Hurst index
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consistent estimator
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central limit theorem
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