On the convergence rate of Gladyshev's Hurst index estimator

MaRDI QIDQ2815486zbMATH OpenFDO

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)

• scientific article; zbMATH DE number 1995717 (Why is no real title available?)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences

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