Linear filtering with fractional brownian motion (Q4215907)
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scientific article; zbMATH DE number 1216444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear filtering with fractional brownian motion |
scientific article; zbMATH DE number 1216444 |
Statements
Linear filtering with fractional brownian motion (English)
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21 January 1999
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linear filtering
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fractional Brownian motion
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long-range
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Hurst index
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