Statistical test for fractional Brownian motion based on detrending moving average algorithm

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Publication:2201337

DOI10.1016/j.chaos.2018.08.031zbMath1442.62194arXiv1803.08553OpenAlexW2792743943WikidataQ129195983 ScholiaQ129195983MaRDI QIDQ2201337

Grzegorz Sikora

Publication date: 29 September 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08553




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