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Volumn 59, Issue 11, 2011, Pages 5152-5168

Identification of the multivariate fractional brownian motion

Author keywords

Discrete variations; Hurst index; long range dependence; multivariate process; parametric estimation; self similarity

Indexed keywords

DISCRETE VARIATIONS; HURST INDEX; LONG-RANGE DEPENDENCE; MULTIVARIATE PROCESS; PARAMETRIC ESTIMATION; SELF-SIMILARITIES;

EID: 80054071535     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2162835     Document Type: Article
Times cited : (55)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.