Open AccessSimulation and Identification of the Fractional Brownian Motion: A Bibliographical and Comparative Study
Author(s) -
JeanFrançois Coeurjolly
Publication year - 2000
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v005.i07
Subject(s) - estimator , identification (biology) , fractional brownian motion , computer science , similarity (geometry) , mathematics , brownian motion , scripting language , software , algorithm , mathematical optimization , artificial intelligence , statistics , programming language , botany , image (mathematics) , biology