Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2000-01-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/v05/i07/paper |
| _version_ | 1811323950843559936 |
|---|---|
| author | Jean-Francois Coeurjolly |
| author_facet | Jean-Francois Coeurjolly |
| author_sort | Jean-Francois Coeurjolly |
| collection | DOAJ |
| first_indexed | 2024-04-13T14:04:25Z |
| format | Article |
| id | doaj.art-89d7a3fbb75144d4885417f49ef1508d |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-13T14:04:25Z |
| publishDate | 2000-01-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-89d7a3fbb75144d4885417f49ef1508d2022-12-22T02:43:56ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602000-01-0157Simulation and identification of the fractional Brownian motion: a bibliographical and comparative studyJean-Francois Coeurjollyhttp://www.jstatsoft.org/v05/i07/paper |
| spellingShingle | Jean-Francois Coeurjolly Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study Journal of Statistical Software |
| title | Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study |
| title_full | Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study |
| title_fullStr | Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study |
| title_full_unstemmed | Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study |
| title_short | Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study |
| title_sort | simulation and identification of the fractional brownian motion a bibliographical and comparative study |
| url | http://www.jstatsoft.org/v05/i07/paper |
| work_keys_str_mv | AT jeanfrancoiscoeurjolly simulationandidentificationofthefractionalbrownianmotionabibliographicalandcomparativestudy |