ENTITY Hurst exponent

Hurst exponent

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TOOL · CL_301558 · Oct 15 · 04:00

New methods for inferring fractional Brownian motion parameters using ANNs

Researchers have developed new methods for inferring parameters of fractional Brownian motion (fBM), a model used to describe anomalous diffusion. The study proposes using maximum likelihood estimation (MLE) for density…