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3 documents ordered by : Date Title first author name document type Submit date

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size Breton J.-C., Coeurjolly J.-F. prépublication soumise (2010) [hal-00424559 - version 2]

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Breton J.-C., Nourdin I., Peccati G. [hal-00356718 - version 1] (28/01/2009)

EM : complexifier le modèle ou estimer de manière robuste Saint-Jean C., Frélicot C., Vachon B. Dans 12 ème Congrès Francophone AFRIF-AFIA - RFIA 2000, France (2000) [hal-00235656 - version 1]