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Asymptotic expansion of an estimator for the Hurst coefficient (Q6155087)

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scientific article; zbMATH DE number 7806016
Language Label Description Also known as
English
Asymptotic expansion of an estimator for the Hurst coefficient
scientific article; zbMATH DE number 7806016

    Statements

    title
    Asymptotic expansion of an estimator for the Hurst coefficient (English)
    0 references
    author
    Yuliya S. Mishura
    0 references
    Hayate Yamagishi
    0 references
    Nakahiro Yoshida
    0 references
    publication date
    16 February 2024
    0 references
    zbMATH Keywords
    asymptotic expansion
    0 references
    Hurst coefficient
    0 references
    fractional Brownian motion
    0 references
    Malliavin calculus
    0 references
    central limit theorem
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    Edgeworth expansion
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    Identifiers

    arXiv ID
    2209.02919
    0 references
    zbMATH DE Number
    7806016
    0 references
    OpenAlex ID
    W4387019193
    0 references
     
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