$Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size$

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

16 October 2009

Papers citing "Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size"

3 / 3 papers shown

Title
$Exact confidence intervals for the Hurst parameter of a fractional Brownian motion$ Exact confidence intervals for the Hurst parameter of a fractional Brownian motion J. Breton I. Nourdin G. Peccati 73 35 0 28 Jan 2009
Measuring the roughness of random paths by increment ratios Jean‐Marc Bardet D. Surgailis 235 46 0 04 Feb 2008
Estimators of Long-Memory: Fourier versus Wavelets Gilles Fay Eric Moulines François Roueff M. Taqqu 145 98 0 28 Jan 2008