Identification of multifractional Brownian motion (Q850716)
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scientific article; zbMATH DE number 5070882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of multifractional Brownian motion |
scientific article; zbMATH DE number 5070882 |
Statements
Identification of multifractional Brownian motion (English)
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6 November 2006
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filtering
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fractional Brownian motion
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functional estimation
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multifractional Brownian motion
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0.9749586
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0.9050875
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0.89735645
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0.88863117
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0.88802993
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0.8845632
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