Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
type: Item
instance of: scholarly article
title: Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
zbMATH Open document ID: 1540.60068
DOI: 10.1063/5.0201436
author: Aleksandra Grzesiek
author: Janusz Gajda
author: Samudrajit Thapa
author: Agnieszka Wyłomańska
published in: Chaos
publication date: 2024-06-12T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 7864212
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7864212