The following pages link to Estimating the Hurst parameter (Q882909):
Displaying 4 items.
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (Q5402480) (← links)
