Estimation of local smoothness coefficients for continuous time processes (Q1600684)
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scientific article; zbMATH DE number 1756360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of local smoothness coefficients for continuous time processes |
scientific article; zbMATH DE number 1756360 |
Statements
Estimation of local smoothness coefficients for continuous time processes (English)
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16 June 2002
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Hoelder exponent
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a.s. rates of convergence
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sampling times
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simulations
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0.8843855
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0.88209844
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0.8758152
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0.87328005
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