AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION

DOI10.1142/S0218348X21500250OpenAlexW3082838134MaRDI QIDQ5024753

Yen-Ching Chang

Publication date: 27 January 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x21500250

zbMATH Keywords

pattern recognitionmaximum likelihood estimatorfractal dimensionHurst exponenttwo-dimensional fractional Brownian motion

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• longmemo

Cites Work

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