Pages that link to "Item:Q5419687"
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The following pages link to Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687):
Displaying 8 items.
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
- Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
- Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892) (← links)