Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829)
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| English | Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion |
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Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (English)
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2 August 2013
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fractional Brownian motion
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quadratic variation
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randomized periodogram
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0.8031790256500244
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0.7448626756668091
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0.7423762679100037
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0.7420930862426758
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0.741771936416626
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