Pages that link to "Item:Q2191324"
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The following pages link to Method for estimating the Hurst exponent of fractional Brownian motion (Q2191324):
Displaying 5 items.
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
- A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
- Estimating the Hölder exponents based on the \(\epsilon \)-complexity of continuous functions: an experimental analysis of the algorithm (Q6047943) (← links)