Discriminating between scaled and fractional Brownian motion via p-variation statistics
Crossref DOI link: https://doi.org/10.1007/s12572-018-0206-0
Published Online: 2018-05-14
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grzesiek, Aleksandra
Gajda, Janusz
Wyłomańska, Agnieszka
Sundar, S.
Text and Data Mining valid from 2018-03-01
Article History
First Online: 14 May 2018