Pages that link to "Item:Q5373892"

The following pages link to Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892):

Displaying 10 items.

• Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
• Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
• Parameter estimation for the fractional Schrödinger equation using Bayesian method (Q2820893) (← links)
• Bayesian model selection with fractional Brownian motion (Q3303352) (← links)
• Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
• Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986) (← links)
• A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
• Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (Q5379908) (← links)
• Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
• Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise (Q6059024) (← links)