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- W4299669871 abstract "Strongly consistent and asymptotically normal estimators of the Hurst parameter of solutions of stochastic differential equations are proposed. The estimators are based on discrete observations of the underlying processes." @default.
- W4299669871 created "2022-10-02" @default.
- W4299669871 creator A5012655813 @default.
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- W4299669871 date "2015-07-26" @default.
- W4299669871 modified "2023-10-15" @default.
- W4299669871 title "On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion" @default.
- W4299669871 doi "https://doi.org/10.48550/arxiv.1507.07180" @default.
- W4299669871 hasPublicationYear "2015" @default.
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