Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892)
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scientific article; zbMATH DE number 6800819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the Hurst parameter of fractional Brownian motion |
scientific article; zbMATH DE number 6800819 |
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Bayesian estimation of the Hurst parameter of fractional Brownian motion (English)
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27 October 2017
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Bayesian analysis
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fractal dimension
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fractional Brownian motion
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Hurst parameter
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