Benoît Mandelbrot and fractional Brownian motion (Q254347)
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scientific article; zbMATH DE number 6551819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.7004003524780273
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0.6699860095977783
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0.6582472324371338
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0.655099630355835
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