Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829): Difference between revisions
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Revision as of 01:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion |
scientific article |
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Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (English)
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2 August 2013
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fractional Brownian motion
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quadratic variation
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randomized periodogram
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