Empirical anomaly measure for finite-variance processes (Q5876329)
From MaRDI portal
scientific article; zbMATH DE number 7648019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical anomaly measure for finite-variance processes |
scientific article; zbMATH DE number 7648019 |
Statements
Empirical anomaly measure for finite-variance processes (English)
0 references
1 February 2023
0 references
anomalous diffusion
0 references
anomaly type testing
0 references
Monte Carlo simulations
0 references
fractional Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
