Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation of the Hurst and the stability indices of a $H$-self-similar
  stable process   In this paper we estimate both the Hurst and the stable indices of a
H-self-similar stable process. More precisely, let $X$ be a $H$-sssi
(self-similar stationary increments) symmetric $\alpha$-stable process. The
process $X$ is observed at points $\frac{k}{n}$, $k=0,\ldots,n$. Our estimate
is based on $\beta$-variations with $-\frac{1}{2}<\beta<0$. We obtain
consistent estimators, with rate of convergence, for several classical $H$-sssi
$\alpha$-stable processes (fractional Brownian motion, well-balanced linear
fractional stable motion, Takenaka's processes, L\'evy motion). Moreover, we
obtain asymptotic normality of our estimators for fractional Brownian motion
and L\'evy motion.
  Keywords: H-sssi processes; stable processes; self-similarity parameter
estimator; stability parameter estimator.

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The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: eess
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The categories of this paper are: solv-int
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The categories of this paper are: nlin
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The categories of this paper are: hep-ex
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The categories of this paper are: alg-geom
0
The categories of this paper are: hep-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: physics
1
The categories of this paper are: cs
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The categories of this paper are: comp-gas
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The categories of this paper are: astro-ph
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The categories of this paper are: supr-con