A Note on Wavelet-Based Estimator of the Hurst Parameter

Entropy - Switzerland
doi 10.3390/e22030349
Full Text
Abstract

Available in full text

Date
Authors
Publisher

MDPI AG

Related search

A Note on the Computation of the Tobit Estimator

Econometrica
EconomicsEconometrics
1977English

Dependence Approximation of the Hurst Coefficient on the Traffic Distribution Parameter

Information and Telecommunication Sciences
2017English

Identification of Abnormal DNS Traffic With Hurst Parameter

Balkan Journal of Electrical and Computer Engineering
2018English

A Note on Spline Estimator of Unknown Probability Density Function

Open Journal of Statistics
2011English

A Simple Parameter-Free Flood Magnitude Estimator

Hydrological Sciences Journal
Water ScienceTechnology
1989English

Towards a Useful Approximation of the Optimal Recursive Parameter Estimator

IFAC Proceedings Volumes
1994English

A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects

Economics Letters
EconomicsFinanceEconometrics
2014English

A Novel Approach to the Estimation of the Hurst Parameter in Self-Similar Traffic

English

Estimating the Hurst Parameter From Short Term Volatility Swaps: A Malliavin Calculus Approach

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy