Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986)
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scientific article; zbMATH DE number 7277698
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| English | Baxter estimates of the Hurst parameter of fractional Brownian motion |
scientific article; zbMATH DE number 7277698 |
Statements
Baxter estimates of the Hurst parameter of fractional Brownian motion (English)
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24 November 2020
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Hurst index
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fractional Brownian motion
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consistent estimate
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0.9379703
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0.91422415
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0.9140645
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0.91244686
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0.9107855
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0.90683943
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0.90446687
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