Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance
DOI10.1155/2012/905082zbMATH Open1398.62220OpenAlexW2165657607WikidataQ58689593 ScholiaQ58689593MaRDI QIDQ1929686FDOQ1929686
Authors: Alessandra Bianchi, Irene Crimaldi, Massimo Campanino 
Publication date: 9 January 2013
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/905082
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Cites Work
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- Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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