Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion |
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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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