文章基本信息

标题：Estimating self-similarity through complex variations
本地全文：下载
作者：Jacques Istas
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2012
卷号：6
页码：1392-1408
DOI：10.1214/12-EJS717
语种：English
出版社：Institute of Mathematical Statistics
摘要：We estimate the self-similarity index of a $H$-sssi process through complex variations. The advantage of the complex variations is that they do not require existence of moments and can therefore be used for infinite variance processes.