Estimating the Hurst parameter (Q882909)
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scientific article; zbMATH DE number 5157025
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| default for all languages | No label defined |
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| English | Estimating the Hurst parameter |
scientific article; zbMATH DE number 5157025 |
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Estimating the Hurst parameter (English)
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24 May 2007
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central limit theorem
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estimation
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fractional Brownian motion
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Gaussian processes
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Hermite polynomials
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0.847102165222168
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0.8439710736274719
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0.8304635882377625
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