Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141): Difference between revisions
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Latest revision as of 11:01, 30 July 2024
scientific article; zbMATH DE number 1687764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths |
scientific article; zbMATH DE number 1687764 |
Statements
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (English)
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14 May 2002
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fractional Gaussian noise
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discrete variations
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consistency
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fractional Brownian motion
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self-similarity
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