Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set.
| Autor: | Norvaiša, Rimas1 norvaisa@ktl.mii.lt, Salopek, Donna Mary2 dsalopek@mathstat.yorku.ca |
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| Zdroj: | Methodology & Computing in Applied Probability. Mar2002, Vol. 4 Issue 1, p27-53. 27p. |
| Databáze: | Business Source Ultimate |
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