Interval estimation of the fractional Brownian motion parameter in a model with measurement error (Q5507219)
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scientific article; zbMATH DE number 6665396
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| English | Interval estimation of the fractional Brownian motion parameter in a model with measurement error |
scientific article; zbMATH DE number 6665396 |
Statements
16 December 2016
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fractional Brownian motion
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Hurst parameter
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Baxter sums
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covariance function
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confidence interval
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0.835180938243866
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0.8081634044647217
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0.7746039032936096
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