Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Work
Year: 2011
Type: article
Institutions Institut de recherche mathématique de Rennes, La Rochelle Université, Grenoble Images Parole Signal Automatique
Cites: 25
Cited by: 17
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 87.65
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green