Li, Yushu; Reese, Simon Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. (English) Zbl 1306.65091 Comput. Stat. 29, No. 6, 1481-1496 (2014). MSC: 62-08 62M05 PDFBibTeX XMLCite \textit{Y. Li} and \textit{S. Reese}, Comput. Stat. 29, No. 6, 1481--1496 (2014; Zbl 1306.65091) Full Text: DOI
Breton, Jean-Christophe; Coeurjolly, Jean-François Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (English) Zbl 1236.62096 Stat. Inference Stoch. Process. 15, No. 1, 1-26 (2012). MSC: 62M05 60G22 65C60 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{J.-F. Coeurjolly}, Stat. Inference Stoch. Process. 15, No. 1, 1--26 (2012; Zbl 1236.62096) Full Text: DOI arXiv