Identification of the Multivariate Fractional Brownian Motion

DOI10.1109/TSP.2011.2162835zbMath1391.60076arXiv1102.2872OpenAlexW2074223538MaRDI QIDQ4573282

Jean-François Coeurjolly, Pierre-Olivier Amblard

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2872

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)

Related Items (16)

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Uses Software

• SimEstFBM

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