Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
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Publication:2407486
DOI10.1016/j.spl.2017.04.005zbMath1379.60044OpenAlexW2606907027MaRDI QIDQ2407486
Jean-François Coeurjolly, Emilio Porcu
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.04.005
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
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