scholarly journals The rate of convergence of Hurst index estimate for the stochastic differential equation

2012 ◽  
Vol 122 (11) ◽  
pp. 3718-3739 ◽  
Author(s):  
K. Kubilius ◽  
Y. Mishura
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Rate Of Convergence ◽  
Hurst Index ◽  
Index Estimate

scholarly journals The rate of convergence of the Hurst index estimate for a stochastic differential equation

2017 ◽  
Vol 22 (2) ◽  
pp. 273-284 ◽  
Author(s):  
Kęstutis Kubilius ◽  
◽  
Viktor Skorniakov ◽  
Kostiantyn Ralchenko ◽  
◽  
...  
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Rate Of Convergence ◽  
Hurst Index ◽  
Index Estimate
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