The following pages link to Estimating the Hurst parameter (Q882909):
Displaying 15 items.
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Convergence in fractional models and applications (Q1767559) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments (Q2745754) (← links)
- Estimation and testing of the Hurst parameter using \(p\)-variation (Q2847975) (← links)
- (Q3643285) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892) (← links)
- Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (Q5402480) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
