Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters
Coeurjolly, Jean-franÇois; Lee, Kichun; Vidakovic, Brani
- 期刊名称Communications in Statistics - Theory and Methods
- 作者Coeurjolly, Jean-franÇois; Lee, Kichun; Vidakovic, Brani
- 卷第43卷
- 期第8期
- 印刷ISSN0361-0926
- 电子ISSN1532-415X
- 文件大小499.12KB
- 发表时间2014-04-18
- DOI10.1080/03610926.2012.677087
- 页码1845-1858