Piecewise fractional Brownian motion
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Publication:5355671
DOI10.1109/TSP.2004.842209zbMath1370.60067MaRDI QIDQ5355671
Rachid Jennane, Rachid Harba, Ileana Iribarren, Emmanuel Perrin
Publication date: 20 September 2017
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes ⋮ Fractional Brownian motion with variable Hurst parameter: definition and properties ⋮ Mixtures of higher-order fractional Brownian motions ⋮ Long-range dependent completely correlated mixed fractional Brownian motion ⋮ Fractional Brownian motion with two-variable Hurst exponent ⋮ Nonhomogeneous fractional integration and multifractional processes
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