Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532): Difference between revisions
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Property / DOI: 10.1007/s12572-018-0206-0 / rank | |||
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Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
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Latest revision as of 12:33, 11 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics |
scientific article |
Statements
Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (English)
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5 October 2018
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\(p\)-variation
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anomalous diffusion
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testing
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fractional Brownian motion
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scaled Brownian motion
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