On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion

DOI10.1080/09720502.2005.10700402zbMath1193.62152MaRDI QIDQ5756374

Hiroyoshi Morita, Shuhji Kawasaki

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2005.10700402

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

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