Benoît Mandelbrot and fractional Brownian motion (Q254347)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Benoît Mandelbrot and fractional Brownian motion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Benoît Mandelbrot and fractional Brownian motion |
scientific article |
Statements
Benoît Mandelbrot and fractional Brownian motion (English)
0 references
8 March 2016
0 references
long-range dependence
0 references
long memory
0 references
self-similarity
0 references
Hurst statistic
0 references
Benoît Mandelbrot
0 references
0 references
0.7004003524780273
0 references
0.6699860095977783
0 references
0.6582472324371338
0 references
0.655099630355835
0 references