Benoît Mandelbrot and fractional Brownian motion

DOI10.1214/12-STS389zbMath1332.60008arXiv1302.5237MaRDI QIDQ254347

Murad S. Taqqu

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5237

zbMATH Keywords

self-similaritylong memorylong-range dependenceBenoît MandelbrotHurst statistic

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) History of mathematics in the 20th century (01A60) Biographies, obituaries, personalia, bibliographies (01A70) History of probability theory (60-03)

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