Self-exciting multifractional processes (Q4964779)
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scientific article; zbMATH DE number 7317333
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Self-exciting multifractional processes |
scientific article; zbMATH DE number 7317333 |
Statements
Self-exciting multifractional processes (English)
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3 March 2021
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multifractional stochastic process
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self-exciting process
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Volterra equation
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Euler-Maruyama scheme
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Hurst exponent
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0.89470655
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0.8694967
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0.8689952
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0.8619803
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0.86043143
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0.8559851
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0.8551702
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0.85410607
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