Volatility of unevenly sampled fractional Brownian motion: An application to ice core records

Bibliographic Details
Published in:Physical Review E
Main Authors: Davidsen, Jörn, Griffin, James
Format: Article in Journal/Newspaper
Language:English
Published: American Physical Society (APS) 2010
Subjects:
Online Access:http://dx.doi.org/10.1103/physreve.81.016107
http://link.aps.org/article/10.1103/PhysRevE.81.016107
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.81.016107/fulltext
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spelling craps:10.1103/physreve.81.016107 2023-06-11T04:12:39+02:00 Volatility of unevenly sampled fractional Brownian motion: An application to ice core records Davidsen, Jörn Griffin, James 2010 http://dx.doi.org/10.1103/physreve.81.016107 http://link.aps.org/article/10.1103/PhysRevE.81.016107 http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.81.016107/fulltext en eng American Physical Society (APS) http://link.aps.org/licenses/aps-default-license Physical Review E volume 81, issue 1 ISSN 1539-3755 1550-2376 Industrial and Manufacturing Engineering Metals and Alloys Strategy and Management Mechanical Engineering journal-article 2010 craps https://doi.org/10.1103/physreve.81.016107 2023-05-28T19:17:04Z Article in Journal/Newspaper ice core APS Publications (American Physical Society - via Crossref) Physical Review E 81 1
institution Open Polar
collection APS Publications (American Physical Society - via Crossref)
op_collection_id craps
language English
topic Industrial and Manufacturing Engineering
Metals and Alloys
Strategy and Management
Mechanical Engineering
spellingShingle Industrial and Manufacturing Engineering
Metals and Alloys
Strategy and Management
Mechanical Engineering
Davidsen, Jörn
Griffin, James
Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
topic_facet Industrial and Manufacturing Engineering
Metals and Alloys
Strategy and Management
Mechanical Engineering
format Article in Journal/Newspaper
author Davidsen, Jörn
Griffin, James
author_facet Davidsen, Jörn
Griffin, James
author_sort Davidsen, Jörn
title Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
title_short Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
title_full Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
title_fullStr Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
title_full_unstemmed Volatility of unevenly sampled fractional Brownian motion: An application to ice core records
title_sort volatility of unevenly sampled fractional brownian motion: an application to ice core records
publisher American Physical Society (APS)
publishDate 2010
url http://dx.doi.org/10.1103/physreve.81.016107
http://link.aps.org/article/10.1103/PhysRevE.81.016107
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.81.016107/fulltext
genre ice core
genre_facet ice core
op_source Physical Review E
volume 81, issue 1
ISSN 1539-3755 1550-2376
op_rights http://link.aps.org/licenses/aps-default-license
op_doi https://doi.org/10.1103/physreve.81.016107
container_title Physical Review E
container_volume 81
container_issue 1
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