Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process (Q1676781)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process |
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Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process (English)
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10 November 2017
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\(H\)-sssi (self-similar stationary increments) processes
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stable processes
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self-similarity parameter estimator
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stability parameter estimator
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