Pages that link to "Item:Q2002197"
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The following pages link to Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion (Q2002197):
Displaying 15 items.
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Estimation and testing of the Hurst parameter using \(p\)-variation (Q2847975) (← links)
- Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- (Q4917421) (← links)
- (Q5294305) (← links)
- (Q6068909) (← links)
