The local fractional bootstrap (Q4629286)
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scientific article; zbMATH DE number 7039914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The local fractional bootstrap |
scientific article; zbMATH DE number 7039914 |
Statements
The local fractional bootstrap (English)
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21 March 2019
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bootstrap
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Brownian semistationary process
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fractional Brownian motion
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Hölder regularity
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roughness
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stochastic volatility
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turbulence
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time series
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0.7557320594787598
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0.7546628713607788
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0.7513601183891296
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0.7404017448425293
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0.733375608921051
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