Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
| Autor: | Yerlikaya-Özkurt, F., Vardar-Acar, C., Yolcu-Okur, Y., Weber, G.-W. |
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| Zdroj: | In Journal of Computational and Applied Mathematics 15 March 2014 259 Part B:843-850 |
| Databáze: | ScienceDirect |
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