Hurst Estimation of Scale Invariant Processes with...

Fluctuation and Noise Letters 2017 / 12 Vol. 16; Iss. 4

Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift

Modarresi, N., Rezakhah, S.
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Volume:
16
Language:
english
Journal:
Fluctuation and Noise Letters
DOI:
10.1142/s0219477517500365
Date:
December, 2017
File:
PDF, 220 KB
english, 2017
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