Baxter estimates of the Hurst parameter of fractional Brownian motion
DOI10.17721/1812-5409.2019/3.2zbMATH Open1463.60059OpenAlexW3080407079MaRDI QIDQ5135986FDOQ5135986
Authors: A. O. Pashko, O. O. Synyavs'ka
Publication date: 24 November 2020
Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17721/1812-5409.2019/3.2
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