Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829): Difference between revisions

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Revision as of 16:49, 6 July 2024

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Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion
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    Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (English)
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    2 August 2013
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    fractional Brownian motion
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    quadratic variation
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    randomized periodogram
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