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Evaluation of integrals with fractional Brownian motion for different Hurst indices.

Fei GaoShuaiqiang LiuCornelis W. OosterleeNico M. Temme
Published in: Int. J. Comput. Math. (2023)
Keyphrases
  • fractional brownian motion
  • long range
  • non stationary
  • association rules
  • multiresolution
  • knowledge discovery
  • feature set
  • long range dependence