Bondarenko V
We propose the approximating sequence and some of characteristics of this sequence to coincide with the increments of the fractional Brownian motion (fractional Browniannoise) for the observed time series. We study the Hurst parameter estimation algorithm and check the quality of the approximation.
この記事をシェアする
English 
Spanish 
Chinese 
Russian 
German 
French 
Portuguese 
Hindi 