INSTITUTIONAL DIGITAL REPOSITORY

Browsing Year-2022 by Author "Leonenko, N."

Browsing Year-2022 by Author "Leonenko, N."

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  • 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 ...

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