Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions

Bingqiang Qiao, Siming Liu, Houdun Zeng +2

With the standard deviation for the logarithm of the re-scaled range $⟨|F(t+\tau )-F(t)|⟩$ of simulated fractal Brownian motions $F(t)$ given in a previous paper \cite{q14…