Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
| Year of publication: |
2012
|
|---|---|
| Authors: | Breton, Jean-Christophe ; Coeurjolly, Jean-François |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 1, p. 1-26
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| Publisher: |
Springer |
| Subject: | Concentration inequalities | Confidence intervals | Fractional Brownian motion | Hurst parameter |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539198