0
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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?

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    $\begingroup$ Works for me, outputting {m -> -0.0146255, s -> 0.0826785, hu -> 8.88824*10^-134}. $\endgroup$ – user64494 Apr 13 at 5:43
  • $\begingroup$ I get the same as @user64494. What version of Mathematica and platform are you using? $\endgroup$ – Pillsy Apr 13 at 6:11
  • $\begingroup$ Works fine when I drop or even only change the SeedRandom. Indeed, as it stands it produces an error. Seems like that particular seed leads to a path that FindProcessParameters can't handle with such a short path. Simply changing the length from 11 points to at least 16 gets rid of the problem. $\endgroup$ – corey979 Apr 13 at 10:52
0
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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

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