breton.nourdin.ea:09:exact¶
BibTeX Entry:
@article{breton.nourdin.ea:09:exact,
author = {Breton, Jean-Christophe and Nourdin, Ivan and Peccati, Giovanni},
doi = {10.1214/09-EJS366},
fjournal = {Electronic Journal of Statistics},
journal = {Electron. J. Stat.},
mrclass = {62F25 (60F05 60G15 60H07)},
mrnumber = {2501319},
mrreviewer = {Mark Podolskij},
pages = {416--425},
title = {Exact confidence intervals for the {H}urst parameter of a fractional {B}rownian motion},
url = {https://doi.org/10.1214/09-EJS366},
volume = {3},
year = {2009}
}