Baxter estimates of the Hurst parameter of fractional Brownian motion

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Publication:5135986

DOI10.17721/1812-5409.2019/3.2zbMATH Open1463.60059OpenAlexW3080407079MaRDI QIDQ5135986FDOQ5135986


Authors: A. O. Pashko, O. O. Synyavs'ka Edit this on Wikidata


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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