On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion

DOI10.1080/09720502.2005.10700402zbMath1193.62152OpenAlexW2035965427MaRDI QIDQ5756374

Hiroyoshi Morita, Shuhji Kawasaki

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2005.10700402

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

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