Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires
- Other title
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments (en)
- Author
- DURY, Marie-Eliette1
[1] Laboratoire de mathématiques appliquées, Université Blaise-Pascal, Clermont-Ferrand-II, 63177 Aubière, France - Source
Comptes rendus de l'Académie des sciences. Série 1, Mathématique. = Comptes rendus de l'Académie des sciences. Série 1. Mathematics. 2001, Vol 333, Num 1, pp 45-48 ; ref : 12 ref
- CODEN
- CASMEI
- ISSN
- 0764-4442
- Scientific domain
- Mathematics; Physics
- Publisher
- Elsevier, Paris
- Publication country
- France
- Document type
- Article
- Language
- French
- Keyword (fr)
- Autosimilitude Convergence Estimation paramètre Processus stochastique Stabilité Symétrie Théorie probabilité Accroissement stationnaire Paramètre Hurst Processus Hurst Processus autosimilaire
- Keyword (en)
- Selfsimilarity Convergence Parameter estimation Stochastic process Stability Symmetry Probability theory Stationary increment Hurst parameter Hurst process Self similar process
- Keyword (es)
- Autosimilitud Convergencia Estimación parámetro Proceso estocástico Estabilidad Simetría Teoría probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14152495
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0764-4442(01)01952-8 
https://dx.doi.org/10.1016/S0764-4442(01)01952-8
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