Integral representations and properties of operator fractional Brownian motions
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Publication:637087
DOI10.3150/10-BEJ259zbMath1284.60079arXiv1102.1822OpenAlexW1974673435MaRDI QIDQ637087
Vladas Pipiras, Gustavo Didier
Publication date: 2 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.1822
integral representationslong-range dependenceoperator fractional Brownian motionoperator self-similaritytime-reversibilitymultivariate Brownian motiondichotomy principle
Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)
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