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scientific article; zbMATH DE number 1959500
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| English | No label defined |
scientific article; zbMATH DE number 1959500 |
Statements
5 August 2003
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generalized fractional Brownian motion
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variable Hurst exponent
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(generalized) fractional autoregressive integrated moving average
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wavelet analysis
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law of iterated logarithm
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dimensions of sample paths
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0.8367869853973389
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0.8255954384803772
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0.8181753754615784
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