Estimating the Hurst Parameter
| Year of publication: |
2007
|
|---|---|
| Authors: | Berzin, Corinne ; León, José |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 10.2007, 1, p. 49-73
|
| Publisher: |
Springer |
| Subject: | central limit theorem | estimation | fractional Brownian motion | Gaussian processes | Hermite polynomials |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616033