Benoît mandelbrot and fractional brownian motion

Statistical Science

Volumn 28, Issue 1, 2013, Pages 131-134

  Taqqu, Murad S ^a  

^a Boston University   (United States)

Author keywords

Beno t Mandelbrot; Hurst statistic; Long memory; Long range dependence; Self similarity

Indexed keywords

EID: 84878968288     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-STS389     Document Type: Article

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