A fractional linear system view of the fractional Brownian motion (Q2499402): Difference between revisions

@@ Property / cites work @@
+On the quadratic mapping \(z\rightarrow z^{2}-\mu \) for complex \(\mu \) and \(z\): the fractal structure of its set, and scaling
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Spectral representation of fractional Brownian motion in n dimensions and its properties
+Normal rank
@@ Property / cites work @@
+A correlation-based computational model for synthesizing long-range dependent data.
+Normal rank
@@ Property / cites work @@
+Q4003893
@@ Property / cites work: Q4003893 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
+Normal rank
@@ Property / cites work @@
+A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion
+Normal rank