A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607)
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scientific article; zbMATH DE number 6772308
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| English | A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion |
scientific article; zbMATH DE number 6772308 |
Statements
A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (English)
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8 September 2017
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0.90138197
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0.89747876
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0.8964999
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0.89457935
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0.8932855
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0.89042264
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0.8871397
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0.88620853
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