Confidence intervals for the scaling function of multifractal random walks
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Publication:1017815
DOI10.1016/J.SPL.2009.01.004zbMath1160.62345OpenAlexW1976865434MaRDI QIDQ1017815
Publication date: 12 May 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.004
Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Sums of independent random variables; random walks (60G50)
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Cites Work
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