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"Estimation of the Hurst parameter for fractional Brownian motion using the ..."
Fatma Yerlikaya-Özkurt et al. (2014)
- Fatma Yerlikaya-Özkurt, Ceren Vardar-Acar
, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber
:
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method. J. Comput. Appl. Math. 259: 843-850 (2014)
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