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Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - In: Statistical Inference for Stochastic Processes 3 (2000) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10005184571
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Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates
Lang, Gabriel; Roueff, François - In: Statistical Inference for Stochastic Processes 4 (2001) 3, pp. 283-306
Persistent link: https://www.econbiz.de/10005184576