Publié le : 2001-07-05
Classification:
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-00383118,
author = {Coeurjolly, Jean-Fran\c cois},
title = {Estimating the parameters of a fractional{Brownian motion by discrete variations of its sample paths},
journal = {HAL},
volume = {2001},
number = {0},
year = {2001},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00383118}
}
Coeurjolly, Jean-François. Estimating the parameters of a fractional{Brownian motion by discrete variations of its sample paths. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00383118/