Pages that link to "Item:Q2520520"

The following pages link to A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520):

Displaying 8 items.

• Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← 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)
• Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
• (Q4917421) (← links)
• A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
• Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)