Measuring the roughness of random paths by increment ratios

4 February 2008

Papers citing "Measuring the roughness of random paths by increment ratios"

3 / 3 papers shown

Title
$Nonparametric estimation of the local Hurst function of multifractional Gaussian processes$ Nonparametric estimation of the local Hurst function of multifractional Gaussian processes Jean‐Marc Bardet D. Surgailis 46 36 0 14 Oct 2010
$Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size$ Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size J. Breton Jean‐François Coeurjolly 43 19 0 16 Oct 2009
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 96 53 0 22 Jul 2008