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Testing of fractional Brownian motion in a noisy environment - MaRDI portal

Testing of fractional Brownian motion in a noisy environment (Q2123579)

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Testing of fractional Brownian motion in a noisy environment
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    Testing of fractional Brownian motion in a noisy environment (English)
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    14 April 2022
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    fractional Brownian motion
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    experimental noise
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    autocovariance function
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    ergodicity
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    scaled Brownian motion
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