Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532)
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scientific article; zbMATH DE number 6947670
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| English | Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics |
scientific article; zbMATH DE number 6947670 |
Statements
Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (English)
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5 October 2018
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\(p\)-variation
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anomalous diffusion
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testing
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fractional Brownian motion
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scaled Brownian motion
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0.7194176912307739
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0.7192897796630859
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0.7099540829658508
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0.7023581862449646
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0.6984561681747437
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