On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267)
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scientific article; zbMATH DE number 6980823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximate discrete KLT of fractional Brownian motion and applications |
scientific article; zbMATH DE number 6980823 |
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On the approximate discrete KLT of fractional Brownian motion and applications (English)
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19 November 2018
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discrete Karhunen-Loève transform
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fractional brownian motion
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financial time-series
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denoising gravitational wave event
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0.9016877
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0.89563227
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0.89169014
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0.89014864
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0.8856528
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0.88487864
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