Power variation analysis of some integral long-memory processes (Q5436600)
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scientific article; zbMATH DE number 5227620
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| default for all languages | No label defined |
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| English | Power variation analysis of some integral long-memory processes |
scientific article; zbMATH DE number 5227620 |
Statements
17 January 2008
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long-memory processes
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fractional Brownian motion
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0.909799337387085
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0.859745442867279
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0.8079919219017029
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0.7976148724555969
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