Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths (Q5053927)

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scientific article; zbMATH DE number 7624494
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Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths
scientific article; zbMATH DE number 7624494

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    Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths (English)
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    29 November 2022
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    time-series analysis
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    decomposing anomalous diffusion
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    anomalous diffusion exponent
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    process inference
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