A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION (Q3637997)
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scientific article; zbMATH DE number 5578306
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| English | A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION |
scientific article; zbMATH DE number 5578306 |
Statements
A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION (English)
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14 July 2009
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Log Fractional Stable Motion
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Linear Fractional Stable Motion
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Fast Fourier Transform
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Hurst Parameter
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Self-Similarity
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Simulation
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0.8816324472427368
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0.8081225752830505
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0.7703219652175903
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0.7610206604003906
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0.7588257789611816
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