Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323)

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scientific article; zbMATH DE number 6162222
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English
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
scientific article; zbMATH DE number 6162222

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    Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (English)
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    13 May 2013
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    fractional Brownian motion
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    Hurst exponent estimation
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    discrete variations
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    robustness
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    outliers
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