Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data

Mikkel Bennedsen

Year of publication:	2020
Authors:	Bennedsen, Mikkel
Subject:	Estimation \| fractal index \| fractional Brownian motion \| inference \| roughness \| stochastic volatility \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Aktienindex \| Stock index \| Volatilität \| Volatility \| Schätzung \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Induktive Statistik \| Statistical inference

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