Estimating the Hurst parameter
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Publication:882909
DOI10.1007/s11203-005-0059-6zbMath1110.62110OpenAlexW2036846073MaRDI QIDQ882909
Corinne Berzin, José Rafael León
Publication date: 24 May 2007
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-005-0059-6
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)
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