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WebAbstract Fractional Gaussian noise (fGn) is an important and widely used self-similar process, which is mainly parametrized by its Hurst exponent (H) . Many researchers have proposed methods for estimating the Hurst exponent of fGn. Web1 dag geleden · Yuliya Mishura, Kostiantyn Ralchenko. We introduce fractional diffusion Bessel process with Hurst index , derive a stochastic differential equation for it, and study the asymptotic properties of its sample paths. Comments: 11 pages, 5 figures. Subjects: scroll saw clock patterns free download
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