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Free-Knot Spline Approximation of Fractional Brownian Motion - MaRDI portal

Free-Knot Spline Approximation of Fractional Brownian Motion (Q3504223)

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Free-Knot Spline Approximation of Fractional Brownian Motion
scientific article

    Statements

    title
    Free-Knot Spline Approximation of Fractional Brownian Motion (English)
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    author
    Jakob Creutzig
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    Mikhail Lifshits
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    publication date
    11 June 2008
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    zbMATH Keywords
    fractional Brownian motion
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    splines
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    Gaussian process
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    Identifiers

    zbMATH DE Number
    5286758
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    OpenAlex ID
    W1023546804
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