On the convergence rate of Gladyshev's Hurst index estimator (Q2815486)
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scientific article; zbMATH DE number 6599356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence rate of Gladyshev's Hurst index estimator |
scientific article; zbMATH DE number 6599356 |
Statements
29 June 2016
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fractional Brownian motion
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Gladyshev's Hurst index estimator
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convergence rate
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On the convergence rate of Gladyshev's Hurst index estimator (English)
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