Conference Proceedings

Estimation for time-changed self-similar stochastic processes

W Arroum, OD Jones, A Bender (ed.)

Proceedings of SPIE - Volume 6039 | SPIE-INT SOC OPTICAL ENGINEERING | Published : 2006

DOI: 10.1117/12.638404

University of Melbourne Researchers

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Keywords

Hurst Index
Time Change
Model
Physical Sciences
Mathematics
Foreign Exchange
Science & Technology
Subordinator
Mathematics, Applied
Self-Similar Process