Pages that link to "Item:Q2466677"
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The following pages link to Estimation of the Hurst parameter from discrete noisy data (Q2466677):
Displayed 7 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)