Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments (Q2745754)
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scientific article; zbMATH DE number 1655172
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| English | Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments |
scientific article; zbMATH DE number 1655172 |
Statements
24 July 2003
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Hurst parameter
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moving average
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harmonizable
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0.9433472
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0.8972703
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0.8952472
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0.88849616
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0.88783604
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0.88671046
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Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments (English)
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