Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance

Bianchi, Alessandra ; Campanino, Massimo ; Crimaldi, Irene (2011) Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance. [Preprint]
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Document type
Preprint
Creators
CreatorsAffiliationORCID
Bianchi, Alessandra
Campanino, Massimo
Crimaldi, Irene
Additional Information
work in progress
Subjects
Area 01 - Scienze matematiche e informatiche > MAT/06 Probabilità e statistica matematica
DOI
10.6092/unibo/amsacta/3140
Deposit date
14 Oct 2011 08:09
Last modified
14 Oct 2011 08:09
URI
https://amsacta.unibo.it/id/eprint/3140

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