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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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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