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Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process

✍ Scribed by Hristos Tyralis; Demetris Koutsoyiannis

Publisher: Springer
Year: 2010
Tongue: English
Weight: 921 KB
Volume: 25
Category: Article
ISSN: 1436-3240
DOI: 10.1007/s00477-010-0408-x

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