Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662)
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| English | Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles |
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Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (English)
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1 July 2008
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locally self-similar Gaussian process
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fractional Brownian motion
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Hurst exponent estimation
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Bahadur representation of sample quantiles
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0.8015801906585693
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0.7867278456687927
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0.7738227844238281
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