Pages that link to "Item:Q2349676"
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The following pages link to Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676):
Displaying 11 items.
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- (Q5214850) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
- Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
- Vine copula graphical models in the construction of biological networks (Q5859819) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- Long-term wind power and global warming prediction using MARS, ANN, CART, LR, and RF (Q6536968) (← links)
