Discriminating between scaled and fractional Brownian motion via p-variation statistics

Authors:

Grzesiek, Aleksandra and Gajda, Janusz and Wyłomańska, Agnieszka and Sundar, S.

Journal:

International Journal of Advances in Engineering Sciences and Applied Mathematics

year:

2018

ISSN:

0975-5616

Website:

https://doi.org/10.1007/s12572-018-0206-0