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Identification of the Multivariate Fractional Brownian Motion.

Pierre-Olivier AmblardJean-François Coeurjolly
Published in: IEEE Trans. Signal Process. (2011)
Keyphrases
  • fractional brownian motion
  • long range
  • non stationary
  • fractal dimension
  • financial markets
  • random fields
  • long range dependence
  • pattern recognition
  • markov random field
  • network traffic