An entropy-based estimator of the Hurst exponent in fractional Brownian motion (Q2669321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An entropy-based estimator of the Hurst exponent in fractional Brownian motion |
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An entropy-based estimator of the Hurst exponent in fractional Brownian motion (English)
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9 March 2022
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Hurst exponent
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generalized entropies
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fractional Brownian motion
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long-term memory
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