Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters
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Overview
published proceedings
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
author list (cited authors)
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Coeurjolly, J., Lee, K., & Vidakovic, B.
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Coeurjolly, Jean-Francois||Lee, Kichun||Vidakovic, Brani
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Research
keywords
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Fractional Brownian Motion
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Hurst Exponent
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Turbulence Signals
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Variance Estimation
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URL
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http://dx.doi.org/10.1080/03610926.2012.677087