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1-5 of 5 results for Fractional Brownian motion (fBm)

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Research article

First published 2018-2

Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models

Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury [...]

Risk and Decision Analysis

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Research article

First published 2002-03

Shih-Hsuan Chiu, Shen Chou, Jiun-Jian Liaw [...]

Textile Research Journal

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Research article

First published 2022-2

Xiaopeng Xi, Donghua Zhou

Proceedings of the Institution of Mechanical Engineers,Part O: Journal of Risk and Reliability

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Research article

First published 2018-2

Antoine Ayache, Céline Esser, Julien Hamonier

Risk and Decision Analysis

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Research article

First published 2010-12

P. Rougier, S. Boudrahem

Restorative Neurology and Neuroscience