Some fractional and multifractional Gaussian processes: a brief introduction (Q2803665)
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scientific article; zbMATH DE number 6576210
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| English | Some fractional and multifractional Gaussian processes: a brief introduction |
scientific article; zbMATH DE number 6576210 |
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2 May 2016
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fractional Gaussian processes
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multifractional Gaussian processes
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fractional Brownian motion
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multifractional Ornstein-Uhlenbeck processes
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multifractional Riesz-Bessel motion
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local self-similarity
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short-range dependence
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long-range dependence
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Some fractional and multifractional Gaussian processes: a brief introduction (English)
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0.8080958724021912
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0.8002156019210815
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0.7884295582771301
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0.7767531275749207
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0.7749409675598145
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