most citedBayesian inference of scaled versus fractional Brownian motion

32 citations · 32 across the 1 of their papers we have counts for

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stat.ME2022★ 32 cited

Bayesian inference of scaled versus fractional Brownian motion

Samudrajit Thapa, Seongyu Park, Yeongjin Kim +3

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined infe…