Hurst Exponent Estimation of Locally Self-Similar Gaussian Processes Using Sample Quantiles

Authors
Coeurjolly, Jean-François
Citation
Coeurjolly, Jean-françois, Hurst Exponent Estimation of Locally Self-Similar Gaussian Processes Using Sample Quantiles, Annals of statistics , 36(3), 2008, pp. 1404-1434
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
36
Issue
3
Year of publication
2008
Pages
1404 - 1434
Database
ACNP
SICI code