Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion (Q2002197)
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scientific article; zbMATH DE number 7079461
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| English | Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion |
scientific article; zbMATH DE number 7079461 |
Statements
Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion (English)
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11 July 2019
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fractional Brownian motion
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long memory process
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parametric estimation
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Hurst parameter
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limit theorem
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0.9176126
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0.9078629
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0.9068881
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