from MSI-Rapporter från MSI On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets

  • Haidar Al-Talibi
  • Published 2007

Abstract

In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. In fact, Fractional Brownian motion is a basic continuous process through… (More)

1 Figure or Table

Topics

  • Presentations referencing similar topics