Pages that link to "Item:Q2847975"
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The following pages link to Estimation and testing of the Hurst parameter using \(p\)-variation (Q2847975):
Displaying 11 items.
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- Quantum probes for fractional Gaussian processes (Q1783065) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
- (Q3643285) (← links)
- Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances (Q4570481) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Anomalous diffusion originated by two Markovian hopping-trap mechanisms (Q5048537) (← links)
- Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation (Q6552811) (← links)
