Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985)
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scientific article; zbMATH DE number 6166448
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| English | Exact confidence intervals for the Hurst parameter of a fractional Brownian motion |
scientific article; zbMATH DE number 6166448 |
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Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (English)
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27 May 2013
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concentration inequalities
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exact confidence intervals
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fractional Brownian motion
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Hurst parameter
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