Identification of multifractional Brownian motion (Q850716)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of multifractional Brownian motion |
scientific article |
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Identification of multifractional Brownian motion (English)
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6 November 2006
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filtering
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fractional Brownian motion
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functional estimation
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multifractional Brownian motion
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