The local fractional bootstrap (Q4629286)
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scientific article; zbMATH DE number 7039914
Language | Label | Description | Also known as |
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English | The local fractional bootstrap |
scientific article; zbMATH DE number 7039914 |
Statements
The local fractional bootstrap (English)
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21 March 2019
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bootstrap
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Brownian semistationary process
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fractional Brownian motion
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Hölder regularity
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roughness
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stochastic volatility
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turbulence
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time series
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