An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (Q6133733)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An -order fractional Brownian motion with Hurst index H (0,1) and R_+ |
scientific article; zbMATH DE number 7730310
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) |
scientific article; zbMATH DE number 7730310 |
Statements
An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (English)
0 references
21 August 2023
0 references
\(n\)th order fractional Brownian motion
0 references
self-similarity
0 references
long-range dependence
0 references
power spectral density
0 references
parametric estimation
0 references
0.7686479091644287
0 references
0.7477717995643616
0 references
0.7475901246070862
0 references
