Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (Q6554450)
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scientific article; zbMATH DE number 7864212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics |
scientific article; zbMATH DE number 7864212 |
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Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (English)
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12 June 2024
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