HURST EXPONENTS FOR NON-PRECISE DATA

نویسندگان
Alvo, Mayer ID 1
Theberge, Francois ID 2

1 Department of Mathematics & Statistics, University of Ottawa, 585 King Edward, Ottawa, ON (K1N 5N1), Canada

2 Department of Mathematics & Statistics, University of Ottawa, 585 King Edward, Ottawa, ON (K1N 5N1), Canada

doi
10.22111/ijfs.2013.613
چکیده

We provide a framework for the study of statistical quantitiesrelated to the Hurst phenomenon when the data are non-precise with boundedsupport.

کلیدواژه‌ها
Hurst phenomenon, Non-precise data