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Estimation of the Hurst parameter from continuous noisy data

Estimation of the Hurst parameter from continuous noisy data

23 May 2022
P. Chigansky
M. Kleptsyna
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Papers citing "Estimation of the Hurst parameter from continuous noisy data"

2 / 2 papers shown
Title
Rate-optimal estimation of mixed semimartingales
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
26
5
0
21 Jul 2022
Optimal estimation of the rough Hurst parameter in additive noise
Optimal estimation of the rough Hurst parameter in additive noise
Grégoire Szymanski
26
6
0
25 May 2022
1