On a covariance structure of some subset of self-similar Gaussian processes

DOI10.1016/j.spa.2018.06.013zbMath1478.60115arXiv1702.04253OpenAlexW2588783727MaRDI QIDQ2000134

V. Skorniakov

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.04253

zbMATH Keywords

Gaussian processcovariancetangent processsmall scale limit

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Related Items (1)

Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion

Uses Software

• longmemo
• SimEstFBM

Cites Work

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