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

Volumn 87, Issue 3, 2013, Pages

Ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

(4) Boyer, Denis a Dean, David S b Mejía Monasterio, Carlos c,d Oshanin, Gleb e

a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO (Mexico)

b UNIVERSITÉ DE BORDEAUX (France)

c UNIVERSIDAD POLITÉCNICA DE MADRID (Spain)

d UNIVERSITY OF HELSINKI (Finland)

e UNIVERSITÉ PIERRE ET MARIE CURIE (France)

Author keywords

[No Author keywords available]

Indexed keywords

ENSEMBLE AVERAGES; ERGODIC PROPERTY; FRACTIONAL BROWNIAN MOTION; FUNCTIONALS; GENERALIZED DIFFUSION; HURST INDEX; LEAST-SQUARES ESTIMATOR; WEIGHT FUNCTIONS;

CONDENSED MATTER PHYSICS; PHYSICS;

DIFFUSION;

EID: 84876006205 PISSN: 15393755 EISSN: 15502376 Source Type: Journal
DOI: 10.1103/PhysRevE.87.030103 Document Type: Article

Times cited : (7)

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