The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011)
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scientific article; zbMATH DE number 5836637
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| English | The asymptotic behavior of the R/S statistic for fractional Brownian motion |
scientific article; zbMATH DE number 5836637 |
Statements
The asymptotic behavior of the R/S statistic for fractional Brownian motion (English)
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14 January 2011
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Hurst exponent
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self-similarity index
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0.801524817943573
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0.7819792032241821
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0.7819625735282898
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