Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (Q6554450)
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: Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics |
scientific article; zbMATH DE number 7864212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics |
scientific article; zbMATH DE number 7864212 |
Statements
Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (English)
0 references
12 June 2024
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
