Estimation and testing of the Hurst parameter using<i>p</i>-variation (Q2847975)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation and testing of the Hurst parameter using<i>p</i>-variation
scientific article

    Statements

    Estimation and testing of the Hurst parameter using<i>p</i>-variation (English)
    0 references
    0 references
    0 references
    0 references
    25 September 2013
    0 references

    Identifiers