Estimating the Hurst parameter (Q882909)
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scientific article; zbMATH DE number 5157025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst parameter |
scientific article; zbMATH DE number 5157025 |
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Estimating the Hurst parameter (English)
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24 May 2007
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central limit theorem
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estimation
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fractional Brownian motion
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Gaussian processes
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Hermite polynomials
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