Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7242041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter |
scientific article; zbMATH DE number 7242041 |
Statements
Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (English)
0 references
31 August 2020
0 references
irregular sampling
0 references
fractional Brownian motion
0 references
Hurst parameter estimation
0 references
maximum likelihood estimator
0 references
0 references
0.7853415608406067
0 references
0.7804394960403442
0 references
0.7609895467758179
0 references
0.756847083568573
0 references
0.7548354864120483
0 references
