Hurst parameter under finite second moment and under heavy tails (Q4983753)
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scientific article; zbMATH DE number 7338341
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| English | Hurst parameter under finite second moment and under heavy tails |
scientific article; zbMATH DE number 7338341 |
Statements
26 April 2021
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Hurst parameter
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long memory
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heavy tails
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self-similarity
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fractional Brownian motion
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0.7547014355659485
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0.7525360584259033
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0.7459695935249329
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0.7378842234611511
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0.7364720702171326
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