Benoît Mandelbrot and fractional Brownian motion (Q254347): Difference between revisions
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Property / author: Murad S. Taqqu / rank | |||
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Property / Mathematics Subject Classification ID: 60-03 / rank | |||
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Property / Mathematics Subject Classification ID: 01A70 / rank | |||
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Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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Property / Mathematics Subject Classification ID: 01A60 / rank | |||
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Property / zbMATH DE Number: 6551819 / rank | |||
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long-range dependence | |||
Property / zbMATH Keywords: long-range dependence / rank | |||
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long memory | |||
Property / zbMATH Keywords: long memory / rank | |||
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self-similarity | |||
Property / zbMATH Keywords: self-similarity / rank | |||
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Hurst statistic | |||
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Benoît Mandelbrot | |||
Property / zbMATH Keywords: Benoît Mandelbrot / rank | |||
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Revision as of 12:00, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Benoît Mandelbrot and fractional Brownian motion |
scientific article |
Statements
Benoît Mandelbrot and fractional Brownian motion (English)
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8 March 2016
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long-range dependence
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long memory
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self-similarity
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Hurst statistic
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Benoît Mandelbrot
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