On some possible generalizations of fractional Brownian motion. (Q1569539): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Elliptic Gaussian random processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Identifying the multifractional function of a Gaussian process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4945846 / rank | |||
Normal rank | |||
Revision as of 08:58, 30 May 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)
0 references
3 July 2000
0 references
multifractional Brownian motion
0 references
Hurst exponent
0 references
moving average representation
0 references
harmonizable representation
0 references
Gaussian processes
0 references
Riemann-Liouville fractional integral
0 references
large time asymptotic
0 references
