Estimating the Hurst parameter

Statistical Inference for Stochastic Processes

Volumn 10, Issue 1, 2007, Pages 49-73

  Berzin, Corinne ^a   León, José ^b  

^a UNIV GRENOBLE ALPES   (France)

^b FACULTAD DE CIENCIAS   (Venezuela)

Author keywords

Central limit theorem; Estimation; Fractional Brownian motion; Gaussian processes; Hermite polynomials

Indexed keywords

EID: 33749528500     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-005-0059-6     Document Type: Article

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