scientific article; zbMATH DE number 1088014

MaRDI QIDQ4364358zbMATH OpenFDO

Authors Rachid Jennane, Rachid Harba, G. Jacquet

Publication date 9 January 2003

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited in

(2)

• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter
• A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY

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