Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323)
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English | Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise |
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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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