ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION (Q3632378): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
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+Spectral representation of fractional Brownian motion in n dimensions and its properties
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+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+Q3327591
@@ Property / cites work: Q3327591 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Weak convergence of multivariate fractional processes
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+Publication:3632378