Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles |
scientific article; zbMATH DE number 5294978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles |
scientific article; zbMATH DE number 5294978 |
Statements
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (English)
0 references
1 July 2008
0 references
locally self-similar Gaussian process
0 references
fractional Brownian motion
0 references
Hurst exponent estimation
0 references
Bahadur representation of sample quantiles
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8015801906585693
0 references
0.7867278456687927
0 references
0.7738227844238281
0 references
