Optimal estimation of the rough Hurst parameter in additive noise (Q6123285)
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scientific article; zbMATH DE number 7812501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of the rough Hurst parameter in additive noise |
scientific article; zbMATH DE number 7812501 |
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Optimal estimation of the rough Hurst parameter in additive noise (English)
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4 March 2024
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scaling exponent
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high-frequency data
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fractional Brownian motion
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Whittle estimator
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LAN property
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