Geodesic
Interval estimation of the fractional Brownian motion parameter in a model with measurement error
Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 84-90.

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In this article we show how to use Baxter statistics for the construction of the non–asymptotic confidence intervals for the Hurst index associated with a fractional Brownian motion within one errors–in–variables model.
Keywords: Fractional Brownian motion, Hurst parameter, Baxter sums, covariance function, confidence intervals. 
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O. O. Synyavska. Interval estimation of the fractional Brownian motion parameter in a model with measurement error. Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 84-90. http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a8/

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