Benoît Mandelbrot and fractional Brownian motion (Q254347)
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English | Benoît Mandelbrot and fractional Brownian motion |
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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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