Method for estimating the Hurst exponent of fractional Brownian motion (Q2191324)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method for estimating the Hurst exponent of fractional Brownian motion |
scientific article |
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Method for estimating the Hurst exponent of fractional Brownian motion (English)
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24 June 2020
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point estimation of the Hurst exponent
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fractional Brownian motion
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