Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2012.677087
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1. Wavelet based fractal analysis of DNA sequences
2. Cascade models for magnetohydrodynamic turbulence
3. Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
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