On the features of Hurst Exponent estimates of the Fractional Brownian motion calculated by the R/S-analysis

Standard

On the features of Hurst Exponent estimates of the Fractional Brownian motion calculated by the R/S-analysis. / Ponomareva, O.; Porshnev, S.; Solomakha, E.
в: IOP Conference Series: Materials Science and Engineering, Том 1047, № 1, 012018, 11.02.2021.

Результаты исследований: Вклад в журнал › Материалы конференции › Рецензирование

BibTeX

@article{90d89d57e5294092a5bc04ba73a2a3a6,

title = "On the features of Hurst Exponent estimates of the Fractional Brownian motion calculated by the R/S-analysis",

author = "O. Ponomareva and S. Porshnev and E. Solomakha",

year = "2021",

month = feb,

day = "11",

doi = "10.1088/1757-899X/1047/1/012018",

language = "English",

volume = "1047",

journal = "IOP Conference Series: Materials Science and Engineering",

issn = "1757-8981",

publisher = "Institute of Physics Publishing",

number = "1",

note = "3rd International Conference on Advanced Technologies in Aerospace, Mechanical and Automation Engineering, MIST: Aerospace 2020 ; Conference date: 20-11-2020 Through 21-11-2020",

}

RIS

TY - JOUR

T1 - On the features of Hurst Exponent estimates of the Fractional Brownian motion calculated by the R/S-analysis

AU - Ponomareva, O.

AU - Porshnev, S.

AU - Solomakha, E.

PY - 2021/2/11

Y1 - 2021/2/11

UR - http://www.scopus.com/inward/record.url?scp=85101583717&partnerID=8YFLogxK

U2 - 10.1088/1757-899X/1047/1/012018

DO - 10.1088/1757-899X/1047/1/012018

M3 - Conference article

AN - SCOPUS:85101583717

VL - 1047

JO - IOP Conference Series: Materials Science and Engineering

JF - IOP Conference Series: Materials Science and Engineering

SN - 1757-8981

IS - 1

M1 - 012018

T2 - 3rd International Conference on Advanced Technologies in Aerospace, Mechanical and Automation Engineering, MIST: Aerospace 2020

Y2 - 20 November 2020 through 21 November 2020

ER -

ID: 21028111