chronopoulou.viens.ea:09:variations¶
BibTeX Entry:
@article{chronopoulou.viens.ea:09:variations,
author = {Chronopoulou, Alexandra and Viens, Frederi G. and Tudor, Ciprian A.},
doi = {10.1214/09-EJS423},
fjournal = {Electronic Journal of Statistics},
issn = {1935-7524},
journal = {Electron. J. Stat.},
mrclass = {60G18 (60F05 60G22 60H07 62F12)},
mrnumber = {2578831},
mrreviewer = {Anthony\ R\'eveillac},
pages = {1393--1435},
title = {Variations and {H}urst index estimation for a {R}osenblatt process using longer filters},
url = {https://doi.org/10.1214/09-EJS423},
volume = {3},
year = {2009}
}