Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Identification of the Hurst Index of a Step Fractional Brownian Motion

200065 citationsJournal Article

Authors

Albert Benassi · Université Clermont Auvergne

P. Bertrand · Université Clermont Auvergne

Serge Cohen · Université de Versailles Saint-Quentin-en-Yvelines

Jacques Istas · Université Pierre Mendès France

Topics & Keywords

Complex Systems and Time Series Analysis Stochastic processes and financial applications Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Statistical Inference for Stochastic Processes

Volume 3, Issue 1-2, pp. 101-111

DOI: 10.1023/a:1009997729317

Field-Weighted Citation Impact: 0.00

Identification of the Hurst Index of a Step Fractional Brownian Motion | Researchclopedia