Pages that link to "Item:Q4922651"
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The following pages link to Estimation of the Hurst parameter in some fractional processes (Q4922651):
Displaying 12 items.
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Estimation of parameters of fractional stable distributions (Q1781708) (← links)
- Quantum probes for fractional Gaussian processes (Q1783065) (← links)
- Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments (Q2745754) (← links)
- (Q3643285) (← links)
- (Q4431579) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)