Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors

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.

Bibliographic Details
Main Author:	Н. С. Аюбова
Format:	Article
Language:	English
Published:	State University “Uzhhorod National University” 2017-12-01
Series:	Науковий вісник Ужгородського університету. Серія: Математика і інформатика
Online Access:	http://visnyk-math.uzhnu.edu.ua/article/view/144425

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