Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion (Q520702)
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scientific article; zbMATH DE number 6701629
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| English | Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion |
scientific article; zbMATH DE number 6701629 |
Statements
Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion (English)
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5 April 2017
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discrete variations
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heavy-tailed distributions
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laws of large numbers
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statistical estimation of functions
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time changing Hurst parameter
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0.8722466230392456
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0.8394961357116699
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0.8235371112823486
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0.8201049566268921
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0.8156673908233643
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