A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework |
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A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (English)
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3 August 2022
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fractional Brownian motion
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Hurst exponent
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Lamperti transform
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maximum likelihood
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stationary process
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