Optimal estimation of the rough Hurst parameter in additive noise (Q6123285)

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scientific article; zbMATH DE number 7812501
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Optimal estimation of the rough Hurst parameter in additive noise
scientific article; zbMATH DE number 7812501

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    Optimal estimation of the rough Hurst parameter in additive noise (English)
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    4 March 2024
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    scaling exponent
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    high-frequency data
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    fractional Brownian motion
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    Whittle estimator
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    LAN property
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