Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Breton, Jean-Christophe, Nourdin, Ivan, Peccati, GiovanniVolume:
3
Year:
2009
Language:
english
Journal:
Electronic Journal of Statistics
DOI:
10.1214/09-ejs366
File:
PDF, 162 KB
english, 2009