Studies on Discrete-Time Fractional Brownian Motion
博士 === 國立清華大學 === 電機工程學系 === 90 === In recent years, fractional Brownian motion (FBM) model has been used in a large number of different disciplines. In the application of this model, it is imperative to estimate the Hurst parameter , which is directly related to fractal dimension . However, due t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87222132176843667323 |