Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion (Q2002197)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion |
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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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