Estimating the Parameters of a Fractional Brownian Motion...

Statistical Inference for Stochastic Processes 2001 / 05 Vol. 4; Iss. 2

Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths

Jean-François Coeurjolly
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Volume:
4
Language:
english
Pages:
29
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1023/a:1017507306245
Date:
May, 2001
File:
PDF, 256 KB
english, 2001
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