Asymptotic expansion of an estimator for the Hurst coefficient

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Asymptotic expansion of an estimator for the Hurst coefficient ; day:25 ; month:9 ; year:2023 ; pages:1-31
Statistical inference for stochastic processes ; (25.9.2023), 1-31

Creator
Mishura, Yuliya
Yamagishi, Hayate
Yoshida, Nakahiro
Contributor
SpringerLink (Online service)

DOI
10.1007/s11203-023-09298-8
URN
urn:nbn:de:101:1-2023121311384677098716
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:27 AM CEST

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Associated

  • Mishura, Yuliya
  • Yamagishi, Hayate
  • Yoshida, Nakahiro
  • SpringerLink (Online service)

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