Pages that link to "Item:Q1951985"
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The following pages link to Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985):
Displayed 15 items.
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis (Q849014) (← links)
- Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- Cumulants on the Wiener space (Q971831) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- On Hölder fields clustering (Q1936547) (← links)
- Malliavin Calculus and Self Normalized Sums (Q2865113) (← links)
- A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case (Q2923410) (← links)
- (Q5214850) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)