Pages that link to "Item:Q5135986"
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The following pages link to Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986):
Displaying 9 items.
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- The rescaled variance statistic and the determination of the Hurst exponent (Q2575901) (← links)
- Electromagnetic scattering on fractional Brownian surfaces and estimation of the Hurst exponent (Q2738838) (← links)
- Estimation and testing of the Hurst parameter using \(p\)-variation (Q2847975) (← links)