Hi there,
Does anyone happen to know the "Brownian transformation"? to be more specific-
X=sin(sqrt((H+1/2)/(N+1/4))
If so can anyone plz explain the purpose of this thing? On what occasions can I use it?
I've encountered this by while reading Lawrence D. Brown Paper…..
Does anyone happen to know the "Brownian transformation"? to be more specific-
X=sin(sqrt((H+1/2)/(N+1/4))
If so can anyone plz explain the purpose of this thing? On what occasions can I use it?
I've encountered this by while reading Lawrence D. Brown Paper…..