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Testing of Multifractional Brownian Motion

Michał Balcerek1, Krzysztof Burnecki1

  • 1Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wroclaw University of Science and Technology, Wyspianskiego 27, 50-370 Wroclaw, Poland.

Entropy (Basel, Switzerland)
|December 16, 2020
PubMed

Keywords:
Monte Carlo simulationsautocovariance functionmultifractional Brownian motionpower of the statistical test

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