Applications of the Girsanov theorem for multivariate fractional Brownian motions.
Monika CamfrlováPetr CoupekPublished in: Commun. Inf. Syst. (2021)
Keyphrases
- image sequences
- video sequences
- long run
- human motion
- random fields
- regression model
- moving objects
- optimal control
- multivariate time series
- multivariate normal
- fractal dimension
- image motion
- object motion
- motion model
- configuration space
- multivariate data
- hurst exponent
- fractional order
- body motions
- neural network
- stochastic processes
- statistical tests
- texture analysis
- non stationary
- hidden markov models
- three dimensional
- computer vision