Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method |
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Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (English)
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17 June 2015
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stochastic differential equations
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fractional Brownian motion
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Hurst parameter
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conic multivariate adaptive regression splines
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