Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters

Author： Coeurjolly Jean-franÇois   Lee Kichun   Vidakovic Brani  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.43, Iss.8, 2014-04, pp. : 1845-1858

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