Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

✍ Scribed by Jean-Christophe Breton; Jean-François Coeurjolly

• Publisher: Springer Netherlands
• Year: 2011
• Tongue: English
• Weight: 410 KB
• Volume: 15
• Category: Article
• ISSN: 1387-0874
• DOI: 10.1007/s11203-011-9061-3