Pages that link to "Item:Q5408474"
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The following pages link to Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474):
Displaying 11 items.
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Hurst function estimation (Q2196195) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Applying the IR statistic to estimate the Hurst index of the fractional geometric Brownian motion (Q2810020) (← links)
- Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589) (← links)
- Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models (Q3119664) (← links)
- Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning (Q6567626) (← links)
