Pages that link to "Item:Q411542"

The following pages link to Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542):

Displaying 13 items.

• Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
• Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Hurst estimation for operator scaling random fields (Q2244601) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
• Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
• (Q4431579) (← links)
• Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)