Про деякі статистики фрактального броунівського руху
Fractional Brownian motion as a method for estimating the parameters of a stochastic process by variance and one-step increment covariance is proposed and substantiated. The root-mean-square consistency of the constructed estimates has been proven. The obtained results complement and generalize the...
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| Datum: | 2021 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2021
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| Schlagworte: | |
| Online Zugang: | http://journal.iasa.kpi.ua/article/view/236934 |
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| Назва журналу: | System research and information technologies |