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MR2501319 (2010f:62074) 62F25 (60F05 60G15 60H07)
Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Electron. J. Stat. 3 (2009), 416–425.
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