GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES (Q2937151)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES |
scientific article |
Statements
GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES (English)
0 references
8 January 2015
0 references
self-similar process
0 references
fractional Brownian motion
0 references
Hurst parameter
0 references
power law
0 references
surrogate data
0 references
