Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation
2012 ◽
Vol 122
(11)
◽
pp. 3718-3739
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2017 ◽
Vol 22
(2)
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pp. 273-284
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2016 ◽
Vol 21
(6)
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pp. 751-769
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2008 ◽
Vol 40
(7)
◽
pp. 1-8
2020 ◽
Vol 28
(3)
◽
pp. 183-196