58 citations · 140 across the 27 of their papers we have counts for
Showing 2009Show all
2 papers · 1 filter
math.ST2009★ 1 cited
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Jean-Christophe Breton, Jean-François Coeurjolly
In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Br…
stat.CO2009★ 1 cited
asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem
Jean-François Coeurjolly, Rémy Drouilhet, Pierre Lafaye De Micheaux +1
This paper describes an R package implementing large sample tests and confidence intervals (based on the central limit theorem) for various parameters. The one and two sample mean…