On the long-range dependence of fractional Brownian motion

zbMATH Open1299.60058MaRDI QIDQ474203FDOQ474203

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)

• Title not available (Why is that?)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
• Fractional Brownian motion: difference iterative forecasting models
• Fault classification via energy based features of two-dimensional image data

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