A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607)
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scientific article; zbMATH DE number 6772308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion |
scientific article; zbMATH DE number 6772308 |
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A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (English)
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8 September 2017
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