Estimation of the Hurst parameter from continuous noisy data (Q6184880)
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scientific article; zbMATH DE number 7784476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst parameter from continuous noisy data |
scientific article; zbMATH DE number 7784476 |
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Estimation of the Hurst parameter from continuous noisy data (English)
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5 January 2024
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fractional Brownian motion
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local asymptotic normality
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Hurst parameter estimation
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