On the long-range dependence of fractional Brownian motion

MaRDI QIDQ474203zbMATHFDO

Authors Ming Li

Publication date 24 November 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Cited in

(4)

• Fractional Brownian motion: difference iterative forecasting models
• scientific article; zbMATH DE number 1944303 (Why is no real title available?)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
• Fault classification via energy based features of two-dimensional image data

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