Volatility of unevenly sampled fractional Brownian motion: An application to ice core records

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 81, Issue 1, 2010, Pages

  Davidsen, Jörn ^a,b   Griffin, James ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b BRITISH ANTARCTIC SURVEY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ANTARCTIC ICE CORE; FRACTIONAL BROWNIAN MOTION; HIGH RESOLUTION; ICE CORE RECORDS; NATURAL TIME; NONLINEAR COMPONENTS; SAMPLING INTERVAL; TEMPERATURE INCREMENT; TEMPERATURE PROXY; TIME-SCALES; UNEVENLY SAMPLED;

BROWNIAN MOVEMENT; GLACIAL GEOLOGY; ICE; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 76149127345     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.81.016107     Document Type: Article

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