Estimating the p-variation index of a sample function: An application to financial data set

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dc.creatorNorvaisa, R.
dc.creatorSalopek, D. M.
dc.date2000-12-12
dc.date.accessioned2026-07-07T08:05:58Z
dc.date.available2026-07-07T08:05:58Z
dc.descriptionThis paper modifies a box-counting method of estimating a fractal dimension of a graph, and applies it to estimate the roughness of a sample function of a stochastic process such as a Levy process or a Gaussian process with stationary increments
dc.description24 pages, 6 figures, LaTex
dc.identifierhttps://arxiv.org/abs/math/0012098
dc.identifierhttp://arxiv.org/abs/math/0012098
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130448
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject90A20, 62M09, 60G17
dc.titleEstimating the p-variation index of a sample function: An application to financial data set
dc.typetext

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