A computational technique to classify several fractional Brownian motion processes
DOI10.1016/J.CHAOS.2021.111152zbMATH Open1498.60151OpenAlexW3169927419MaRDI QIDQ2145498FDOQ2145498
Authors: Mohammad Reza Mahmoudi
Publication date: 17 June 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111152
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- scientific article; zbMATH DE number 1807619
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Epidemiology (92D30) Fractional processes, including fractional Brownian motion (60G22)
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Cited In (2)
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