On the codifference of linear fractional stable motion (Q4981683)
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scientific article; zbMATH DE number 6308157
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the codifference of linear fractional stable motion |
scientific article; zbMATH DE number 6308157 |
Statements
24 June 2014
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\(\alpha\)-stable distribution
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fractional Brownian motion
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self-similar process
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0.7991094589233398
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0.7957937717437744
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0.7825604677200317
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0.7638974189758301
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