Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532): Difference between revisions

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Property / cites work: Anomalous diffusion of liquids in glassy polymers / rank
 
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Property / cites work: Fractional Brownian motions: memory, diffusion velocity, and correlation functions / rank
 
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Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
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Property / cites work: Q3141895 / rank
 
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Property / cites work: Q4527722 / rank
 
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Latest revision as of 11:33, 11 December 2024

scientific article
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English
Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics
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    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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    Identifiers