Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337)
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scientific article
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English | Statistical test for fractional Brownian motion based on detrending moving average algorithm |
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Statistical test for fractional Brownian motion based on detrending moving average algorithm (English)
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29 September 2020
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detrending moving average algorithm
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statistical test
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fractional Brownian motion
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