Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
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Publication:1950323
DOI10.1214/09-SS059zbMath1267.60040MaRDI QIDQ1950323
Jean-François Coeurjolly, Sophie Achard
Publication date: 13 May 2013
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ssu/1276260873
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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