A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607)

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scientific article; zbMATH DE number 6772308
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A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion
scientific article; zbMATH DE number 6772308

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    A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (English)
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    8 September 2017
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