Asymptotic expansion is presented for an estimator of the Hurst coefficient of a fractional Brownian motion. For this, a recently developed theory of asymptotic expansion of the distribution of Wiener functionals is applied. The effects of the asymptotic expansion are demonstrated by numerical studies.

翻译：Asymptatic 扩展是为一个分数布朗运动的赫斯特系数的估测者提出的。 为此,应用了最近开发的Wiener功能分布的无症状扩展理论。 无症状扩展的影响通过数字研究得到证明。