Confidence intervals for the Hurst parameter of a...

Statistical Inference for Stochastic Processes 2012 / 04 Vol. 15; Iss. 1

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

Jean-Christophe Breton, Jean-François Coeurjolly
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Volume:
15
Language:
english
Pages:
26
DOI:
10.1007/s11203-011-9061-3
Date:
April, 2012
File:
PDF, 410 KB
english, 2012
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