Discrete wavelet based estimator for the Hurst parameter of multivariate fractional Brownian motion
2021 ◽
Vol 1879
(3)
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pp. 032033
2020 ◽
Vol 28
(4)
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pp. 291-306
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Vol 14
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pp. 931-940
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2013 ◽
Vol 34
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pp. 189-208
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