A Poisson bridge between fractional Brownian motion and stable Lévy motion (Q2490070): Difference between revisions
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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)
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28 April 2006
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Long-range dependence
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Asymptotic self-similarity
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Poisson random measure
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Infinitely divisible process
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