A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837)
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scientific article; zbMATH DE number 7480147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimator of the self-similarity exponent through the empirical likelihood ratio test |
scientific article; zbMATH DE number 7480147 |
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A new estimator of the self-similarity exponent through the empirical likelihood ratio test (English)
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23 February 2022
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self-similarity
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fractional Brownian motion
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empirical likelihood ratio
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distribution-based test
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