Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542)
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scientific article; zbMATH DE number 6022127
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| English | Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size |
scientific article; zbMATH DE number 6022127 |
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Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (English)
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4 April 2012
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concentration inequalities
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0.835180938243866
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0.8256903290748596
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0.7864089608192444
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0.7685821056365967
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