Pages that link to "Item:Q2307406"
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The following pages link to Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406):
Displaying 3 items.
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)