Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
type: Item
instance of: scholarly article
title: Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
zbMATH Open document ID: 1267.60040
DOI: 10.1214/09-SS059
author: Sophie Achard
author: Jean-François Coeurjolly
published in: Statistics Surveys
publication date: 2013-05-13T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ssu/1276260873
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 6162222
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Hurst exponent estimation
zbMATH Keywords: discrete variations
zbMATH Keywords: robustness
zbMATH Keywords: outliers
describes a project that uses: longmemo
describes a project that uses: wmtsa
describes a project that uses: SimEstFBM
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6162222