Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337)

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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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