Asymptotic expansion of an estimator for the Hurst coefficient (Q6155087)
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scientific article; zbMATH DE number 7806016
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| English | Asymptotic expansion of an estimator for the Hurst coefficient |
scientific article; zbMATH DE number 7806016 |
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Asymptotic expansion of an estimator for the Hurst coefficient (English)
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16 February 2024
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asymptotic expansion
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Hurst coefficient
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fractional Brownian motion
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Malliavin calculus
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central limit theorem
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Edgeworth expansion
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