Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739)
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scientific article; zbMATH DE number 5238129
Language | Label | Description | Also known as |
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English | Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion |
scientific article; zbMATH DE number 5238129 |
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Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (English)
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22 February 2008
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multifractional Brownian motion
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integrated fractional white noise
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local asymptotic self-similarity
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local estimator
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