Pages that link to "Item:Q453302"
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The following pages link to Measuring the roughness of random paths by increment ratios (Q453302):
Displayed 4 items.
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)