Estimation of the Hurst parameter in some fractional processes
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Publication:4922651
DOI10.1080/00949655.2011.624098zbMath1348.60063OpenAlexW2066299565MaRDI QIDQ4922651
Luis A. Salomón Hernández, Jean-Claude Fort
Publication date: 3 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.624098
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
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Cites Work
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