Variance estimation for fractional Brownian motions with fixed Hurst parameters

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Source ISSN: 0361-0926
Author Coeurjolly, Jean-François, Lee, Kichun Sky, Vidakovic, Brani
Maintainer CCSD
Last Updated May 10, 2026, 03:43 (UTC)
Created May 10, 2026, 03:43 (UTC)
Identifier hal-00850426
Language en
contributor Fiabilité et Géométrie Aléatoire (FIGAL) ; Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)
creator Coeurjolly, Jean-François
date 2014-03-28T00:00:00
harvest_object_id 0eeb3bb3-0400-4a69-a9df-8be99178e9bd
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-27T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1080/03610926.2012.677087
set_spec type:ART