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scientific article; zbMATH DE number 5593167 - MaRDI portal

scientific article; zbMATH DE number 5593167

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zbMath1177.62113MaRDI QIDQ5192802

Marijus Vaičiulis, Mindaugas Stoncelis

Publication date: 10 August 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical approximation Gaussian integrals increment ratio statistic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Inference from stochastic processes (62M99) Numerical integration (65D30)

Related Items (1)

Measuring the roughness of random paths by increment ratios

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