Pages that link to "Item:Q894595"
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The following pages link to Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595):
Displaying 6 items.
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780) (← links)
- Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application (Q334831) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- (Q4431579) (← links)
- (Q5214850) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
