Benoît Mandelbrot and fractional Brownian motion (Q254347)

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scientific article; zbMATH DE number 6551819
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    Benoît Mandelbrot and fractional Brownian motion
    scientific article; zbMATH DE number 6551819

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      Benoît Mandelbrot and fractional Brownian motion (English)
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      8 March 2016
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      long-range dependence
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      long memory
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      self-similarity
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      Hurst statistic
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      Benoît Mandelbrot
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