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"On Comparison of the Estimators of the Hurst Index of the Solutions of ..."
Kestutis Kubilius, Dmitrij Melichov (2011)
- Kestutis Kubilius, Dmitrij Melichov:
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion. Informatica 22(1): 97-114 (2011)
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