"Bayesian estimation of the Hurst parameter of fractional Brownian motion."

Chen-Yueh Chen, Khalil Shafie, Yen-Kuang Lin (2017)

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DOI: 10.1080/03610918.2015.1130835

access: closed

type: Journal Article

metadata version: 2020-05-10

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Chen-Yueh Chen, Khalil Shafie, Yen-Kuang Lin:
Bayesian estimation of the Hurst parameter of fractional Brownian motion. Commun. Stat. Simul. Comput. 46(6): 4760-4766 (2017)

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