Pages that link to "Item:Q411542"
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The following pages link to Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542):
Displaying 8 items.
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← 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)
- Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Hurst estimation for operator scaling random fields (Q2244601) (← links)
- A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
