Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models (Q3119664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models |
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Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models (English)
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12 March 2019
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fractional Brownian motion (fBm)
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multifractional Brownian motion (mBm)
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time-varying Hurst index
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wavelet series expansion
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finance time series
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