{
  "id": "0901.4456",
  "version": "v1",
  "published": "2009-01-28T13:35:15.000Z",
  "updated": "2009-01-28T13:35:15.000Z",
  "title": "Exact confidence intervals for the Hurst parameter of a fractional Brownian motion",
  "authors": [
    "Jean-Christophe Breton",
    "Ivan Nourdin",
    "Giovanni Peccati"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-01-28T13:35:15.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G15",
      "60H07"
    ],
    "keywords": [
      "hurst parameter",
      "one-dimensional fractional brownian motion",
      "build exact confidence intervals",
      "concentration inequalities",
      "short note"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}