INSTITUTIONAL DIGITAL REPOSITORY

Browsing by Subject "Hurst parameter"

Browsing by Subject "Hurst parameter"

Sort by: Order: Results:

  • Gupta, N.; Kumar, A.; Leonenko, N. (2022-06-22)
    In this article, some properties of multifractional Brownian motion (MFBM) are discussed. It is shown that it has persistence of signs long range dependence (LRD) and persistence of magnitudes LRD properties. A generalization ...