Reflection Negative Kernels and Fractional Brownian Motion.

Palle E. T. Jorgensen Karl-Hermann Neeb Gestur Ólafsson

Published in: Symmetry (2018)

Keyphrases

fractional brownian motion
long range
non stationary
fractal dimension
long range dependence
random fields
financial markets
kernel function
support vector
decision support system
mathematical model
feature space
machine learning
network traffic
decision makers
hidden markov models
long term
pairwise