Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components
Vamoş, Călin, Crăciun, Maria, Suciu, NicolaeVolume:
88
Language:
english
Journal:
The European Physical Journal B
DOI:
10.1140/epjb/e2015-60515-5
Date:
October, 2015
File:
PDF, 535 KB
english, 2015