AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753)
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scientific article; zbMATH DE number 7465356
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English | AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 7465356 |
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AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (English)
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27 January 2022
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two-dimensional fractional Brownian motion
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Hurst exponent
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fractal dimension
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pattern recognition
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maximum likelihood estimator
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