Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical test for fractional Brownian motion based on detrending moving average algorithm |
scientific article |
Statements
Statistical test for fractional Brownian motion based on detrending moving average algorithm (English)
0 references
29 September 2020
0 references
detrending moving average algorithm
0 references
statistical test
0 references
fractional Brownian motion
0 references
0 references
0 references
0 references
0 references
