Work

Estimation of Hurst Exponent and Filtering Gaussian Effect on Fractional Brownian Motion

Year: 2014

Type: article

DOI: 10.13140/2.1.3063.8728

Authors: Danladi Ali, V V Gnatushenko

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2185252976

FWCI:

Cites: 9

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Related to: 10