Ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion
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Title
Ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion
Authors
Keywords
-
Journal
PHYSICAL REVIEW E
Volume 87, Issue 3, Pages -
Publisher
American Physical Society (APS)
Online
2013-03-30
DOI
10.1103/physreve.87.030103
References
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