加载中…
2009-01-28
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Jean-Christophe BretonIvan NourdinGiovanni Peccati
文献摘要
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本