English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

Fractional Brownian motion (fBm) is a centered self-similar Gaussian processwith stationary increments, which depends on a parameter $H \in (0, 1)$ calledthe Hurst index. The use of time-changed processes in modeling often requiresthe knowledge of their second order properties such as covariance function.This paper provides the explicit expression for the correlation structure fortime-changed fractional Brownian motion. Several examples useful inapplications are discussed.

Correlation structure of time-changed fractional Brownian motion