Pages that link to "Item:Q1723870"
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The following pages link to Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870):
Displaying 4 items.
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)