Pages that link to "Item:Q453302"

The following pages link to Measuring the roughness of random paths by increment ratios (Q453302):

Displaying 14 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)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
• Local scaling limits of Lévy driven fractional random fields (Q2676943) (← links)
• Statistical Estimation for a Class of Self‐Regulating Processes (Q5251490) (← links)