On the convergence rate of Gladyshev's Hurst index estimator

zbMATH Open1342.60057MaRDI QIDQ2815486FDOQ2815486

Authors: K. Kubilius, D. Melichov 

Publication date: 29 June 2016

Published in: Nonlinear Analysis. Modelling and Control (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionconvergence rateGladyshev's Hurst index estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22)

Cited In (2)

• Title not available (Why is that?)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences

This page was built for publication: On the convergence rate of Gladyshev's Hurst index estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2815486)