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Identification of the Hurst Index of a Step Fractional Brownian Motion
Benassi, Albert
;
Bertrand, Pierre
;
Cohen, Serge
;
Istas, …
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10005184588
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