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Revision as of 21:29, 19 February 2024

scientific article; zbMATH DE number 6282487
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English
Wavelet analysis of the multivariate fractional Brownian motion
scientific article; zbMATH DE number 6282487

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    Wavelet analysis of the multivariate fractional Brownian motion (English)
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    10 April 2014
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    multivariate fractional Brownian motion
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    wavelet analysis
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    cross-correlation
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    cross-spectrum
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