A Poisson bridge between fractional Brownian motion and stable Lévy motion (Q2490070): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spa.2005.10.003 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2086048033 / rank | |||
Normal rank |
Revision as of 03:09, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Poisson bridge between fractional Brownian motion and stable Lévy motion |
scientific article |
Statements
A Poisson bridge between fractional Brownian motion and stable Lévy motion (English)
0 references
28 April 2006
0 references
Long-range dependence
0 references
Asymptotic self-similarity
0 references
Poisson random measure
0 references
Infinitely divisible process
0 references