Testing of fractional Brownian motion in a noisy environment (Q2123579)
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scientific article; zbMATH DE number 7508180
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| default for all languages | No label defined |
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| English | Testing of fractional Brownian motion in a noisy environment |
scientific article; zbMATH DE number 7508180 |
Statements
Testing of fractional Brownian motion in a noisy environment (English)
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14 April 2022
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fractional Brownian motion
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experimental noise
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autocovariance function
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ergodicity
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scaled Brownian motion
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0.8119350075721741
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0.8074758648872375
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0.7880390882492065
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0.7678074240684509
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0.7665264010429382
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