Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors
Consistent estimation of the Hurst parameter of tne Fractional Brownian Motion by observations with errors is found.
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| Format: | Article |
| Language: | English |
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State University “Uzhhorod National University”
2017-12-01
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| Series: | Науковий вісник Ужгородського університету. Серія: Математика і інформатика |
| Online Access: | http://visnyk-math.uzhnu.edu.ua/article/view/144425 |
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Article |
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doaj-f913b564a1d749cabd759c35e6bb5ec72021-09-02T15:58:52ZengState University “Uzhhorod National University”Науковий вісник Ужгородського університету. Серія: Математика і інформатика2616-77002017-12-0102(31)101410.24144/2616-7700.2017.2(31).10-14144425Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errorsН. С. АюбоваConsistent estimation of the Hurst parameter of tne Fractional Brownian Motion by observations with errors is found.http://visnyk-math.uzhnu.edu.ua/article/view/144425 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Н. С. Аюбова |
| spellingShingle |
Н. С. Аюбова Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors Науковий вісник Ужгородського університету. Серія: Математика і інформатика |
| author_facet |
Н. С. Аюбова |
| author_sort |
Н. С. Аюбова |
| title |
Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors |
| title_short |
Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors |
| title_full |
Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors |
| title_fullStr |
Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors |
| title_full_unstemmed |
Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors |
| title_sort |
estimation of the hurst parameter of tne fractional brownian motion in one model with measurement errors |
| publisher |
State University “Uzhhorod National University” |
| series |
Науковий вісник Ужгородського університету. Серія: Математика і інформатика |
| issn |
2616-7700 |
| publishDate |
2017-12-01 |
| description |
Consistent estimation of the Hurst parameter of tne Fractional Brownian Motion by observations with errors is found. |
| url |
http://visnyk-math.uzhnu.edu.ua/article/view/144425 |
| work_keys_str_mv |
AT nsaûbova estimationofthehurstparameteroftnefractionalbrownianmotioninonemodelwithmeasurementerrors |
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1721173145309675520 |