Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters
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Publication:5419687
DOI10.1080/03610926.2012.677087zbMath1291.62056OpenAlexW2023815042MaRDI QIDQ5419687
Jean-François Coeurjolly, Brani Vidakovic, Kichun Lee
Publication date: 11 June 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.677087
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)
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Cites Work
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