In the fractional Brownian model with (v <1 / 2), the temporal increments for non-overlapping intervals are

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In the fractional Brownian model with $v<1 / 2$, the temporal increments for non-overlapping intervals are negatively correlated. Suggest a plausible mechanism that could lead to negative correlation.

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Ten Projects In Applied Statistics

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Authors: Peter McCullagh

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Question Posted: Feb 04, 2024 02:00 AM

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In the fractional Brownian model with (v <1 / 2), the temporal increments for non-overlapping intervals are

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Ten Projects In Applied Statistics

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