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Fractional motion and SystemException["MemoryAllocationFailure"]

Mathematica Asked by roble_t on April 6, 2021

proc = FractionalBrownianMotionProcess[0, 0.1, 0.15];
SeedRandom["mathematica.SE/58539"];
dat = RandomFunction[proc, {0, 10 , 1}][[2]][[1]][[1]];
FindProcessParameters[dat, FractionalBrownianMotionProcess[m, s, hu]]

produce in most of the cases the problem

SystemException[“MemoryAllocationFailure”]

Any idea of how to solve this?

One Answer

Versión of mathematica 11.2 I have solved it increasing the number of data, superior to 15 no problem, less tan 15 error mesages. Thanks

Answered by roble_t on April 6, 2021

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