Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
2205.11092
Cited By
Estimation of the Hurst parameter from continuous noisy data
23 May 2022
P. Chigansky
M. Kleptsyna
Re-assign community
ArXiv
PDF
HTML
Papers citing
"Estimation of the Hurst parameter from continuous noisy data"
2 / 2 papers shown
Title
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
23
5
0
21 Jul 2022
Optimal estimation of the rough Hurst parameter in additive noise
Grégoire Szymanski
24
6
0
25 May 2022
1