On some possible generalizations of fractional Brownian motion. (Q1569539): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Elliptic Gaussian random processes / rank | |||
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| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
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| Property / cites work: Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type / rank | |||
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| Property / cites work: Identifying the multifractional function of a Gaussian process / rank | |||
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| Property / cites work: Q4945846 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0375-9601(00)00034-7 / rank | |||
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| Property / OpenAlex ID: W1984659369 / rank | |||
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Latest revision as of 11:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some possible generalizations of fractional Brownian motion. |
scientific article |
Statements
On some possible generalizations of fractional Brownian motion. (English)
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3 July 2000
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multifractional Brownian motion
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Hurst exponent
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moving average representation
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harmonizable representation
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Gaussian processes
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Riemann-Liouville fractional integral
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large time asymptotic
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