Properties of fractional Brownian motions(f Bms)have been investigated by researchers in different fields,e.g.statistics,hydrology,biology,finance,and public transportation,which has helped us better understand many c...Properties of fractional Brownian motions(f Bms)have been investigated by researchers in different fields,e.g.statistics,hydrology,biology,finance,and public transportation,which has helped us better understand many complex time series observed in nature[1-4].The Hurst exponent H(0<H<1)is the most important parameter characterizing any given time series F(t),where t represents the time steps,and the展开更多
基金partially supported by the National Natural Science Foundation of China(Grant Nos.11173064,11233001,11233008,and U1531131)the Strategic Priority Research Program,the Emergence of Cosmological Structures of the Chinese Academy of Sciences(Grant No.XDB09000000)
文摘Properties of fractional Brownian motions(f Bms)have been investigated by researchers in different fields,e.g.statistics,hydrology,biology,finance,and public transportation,which has helped us better understand many complex time series observed in nature[1-4].The Hurst exponent H(0<H<1)is the most important parameter characterizing any given time series F(t),where t represents the time steps,and the
