Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486)
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scientific article; zbMATH DE number 6786887
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| English | Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion |
scientific article; zbMATH DE number 6786887 |
Statements
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (English)
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6 October 2017
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complex-valued stochastic process
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Hurst exponent estimation
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multivariate fractional Brownian motion
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0.7686479091644287
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0.7654123306274414
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0.7564062476158142
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0.7511270046234131
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