Exact confidence intervals for the Hurst parameter of a...

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

Breton, Jean-Christophe, Nourdin, Ivan, Peccati, Giovanni
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Volume:
3
Year:
2009
Language:
english
Journal:
Electronic Journal of Statistics
DOI:
10.1214/09-ejs366
File:
PDF, 162 KB
english, 2009
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