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Innovative methods for modeling of scale invariant processes - MaRDI portal

Innovative methods for modeling of scale invariant processes (Q5160246)

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scientific article; zbMATH DE number 7416440
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Innovative methods for modeling of scale invariant processes
scientific article; zbMATH DE number 7416440

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    Innovative methods for modeling of scale invariant processes (English)
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    28 October 2021
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    discrete scale invariant processes
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    fractional Brownian motion
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    Hurst estimation
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    scale parameter
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    self-similar processes
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