Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141)
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scientific article; zbMATH DE number 1687764
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| English | Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths |
scientific article; zbMATH DE number 1687764 |
Statements
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (English)
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14 May 2002
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fractional Gaussian noise
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discrete variations
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consistency
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fractional Brownian motion
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self-similarity
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0.860697329044342
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0.8469160199165344
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0.8413427472114563
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