The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128)

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scientific article; zbMATH DE number 7079699
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The rate of convergence of the Hurst index estimate for a stochastic differential equation
scientific article; zbMATH DE number 7079699

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    The rate of convergence of the Hurst index estimate for a stochastic differential equation (English)
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    12 July 2019
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    fractional Brownian motion
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    stochastic differential equation
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    second-order quadratic variations
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    estimates of Hurst parameter
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    rate of convergence
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