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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| Date: | 2021 |
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| Main Author: | |
| Format: | Article |
| Language: | Russian |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2021
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| Subjects: | |
| Online Access: | http://journal.iasa.kpi.ua/article/view/236934 |
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| Journal Title: | System research and information technologies |