Jacques Istas
- Estimation of the Hurst and the stability indices of a H-self-similar\n stable process
2015/06/18 by Thi To Nhu Dang, Dang, Thi To Nhu, Jacques Istas +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Brownian motion #Combinatorics #Complex Systems and Time Series Analysis #Computer science #Estimator #Financial Risk and Volatility Modeling #Fractional Brownian motion #Hurst exponent #Mathematical analysis #Mathematics #Physics #Stability (learning theory) #Stable process #Statistical physics #Statistics #Stochastic process #Stochastic processes and financial applications #math.ST #stat.TH