Estimation of the Hurst parameter in some fractional processes (Q4922651)
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scientific article; zbMATH DE number 6170063
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| English | Estimation of the Hurst parameter in some fractional processes |
scientific article; zbMATH DE number 6170063 |
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Estimation of the Hurst parameter in some fractional processes (English)
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3 June 2013
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Karhunen-Loève expansion
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fractional Gaussian process
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Hurst parameter estimation
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0.8287000060081482
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0.8268927335739136
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0.8241636157035828
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0.8212265968322754
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0.809897243976593
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