An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (Q6133733)
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scientific article; zbMATH DE number 7730310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) |
scientific article; zbMATH DE number 7730310 |
Statements
An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (English)
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21 August 2023
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\(n\)th order fractional Brownian motion
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self-similarity
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long-range dependence
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power spectral density
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parametric estimation
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