Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323)
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scientific article; zbMATH DE number 6162222
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| English | Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise |
scientific article; zbMATH DE number 6162222 |
Statements
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (English)
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13 May 2013
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fractional Brownian motion
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Hurst exponent estimation
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discrete variations
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robustness
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outliers
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0.8061109185218811
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0.7885093688964844
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0.766856849193573
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0.7552092671394348
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