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B0196
Title: Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Authors:  Ivan Nourdin - University of Luxembourg (Luxembourg) [presenting]
Abstract: The aim is to show how to use concentration inequalities arising when one combines Stein's method and Malliavin calculus, in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.