Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687)

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scientific article; zbMATH DE number 6302734
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Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters
scientific article; zbMATH DE number 6302734

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    Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (English)
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    11 June 2014
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    fractional Brownian motion
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    variance estimation
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    Hurst exponent
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    turbulence signals
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