A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520)
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 6664312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion |
scientific article; zbMATH DE number 6664312 |
Statements
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (English)
0 references
15 December 2016
0 references
fractional Brownian motion
0 references
Hurst index
0 references
consistent estimator
0 references
central limit theorem
0 references
0 references
