Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141)
From MaRDI portal
scientific article; zbMATH DE number 1687764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths |
scientific article; zbMATH DE number 1687764 |
Statements
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (English)
0 references
14 May 2002
0 references
fractional Gaussian noise
0 references
discrete variations
0 references
consistency
0 references
fractional Brownian motion
0 references
self-similarity
0 references
