Pages that link to "Item:Q2307406"

The following pages link to Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406):

Displaying 2 items.

• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)