The Hurst Index Estimators for a Fractional Brownian Motion
Crossref DOI link: https://doi.org/10.1007/978-3-319-71030-3_2
Published Online: 2018-01-06
Published Print: 2017
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kubilius, Kęstutis
Mishura, Yuliya
Ralchenko, Kostiantyn
License valid from 2017-01-01