M. Kleptsyna | DeepAI

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P. Chigansky
2 publications
D. Marushkevych
1 publication

research

∙ 05/23/2022

Estimation of the Hurst parameter from continuous noisy data

This paper addresses the problem of estimating the Hurst exponent of the...

0 P. Chigansky, et al. ∙

research

∙ 05/19/2022

Asymptotic accuracy in estimation of a fractional signal in a small white noise

This paper revisits the problem of estimating the fractional Ornstein - ...

0 M. Kleptsyna, et al. ∙