Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268)

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scientific article; zbMATH DE number 7812488
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Long-range dependent completely correlated mixed fractional Brownian motion
scientific article; zbMATH DE number 7812488

    Statements

    title
    Long-range dependent completely correlated mixed fractional Brownian motion (English)
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    author
    Josephine Dufitinema
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    Foad Shokrollahi
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    Tommi Sottinen
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    Lauri Viitasaari
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    publication date
    4 March 2024
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    zbMATH Keywords
    Cameron-Martin-Girsanov-Hitsuda theorem
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    fractional Brownian motion
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    mixed fractional Brownian motion
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    prediction
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    transfer principle
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    cites work
    Q4495242
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    Q5430704
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    Long-Memory Processes
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    Q3911166
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    Q4677206
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    Q3136462
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    Q5571417
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    Q3251652
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    Identifiers

    arXiv ID
    2104.04992
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    Mathematics Subject Classification ID
    60G15
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    60G22
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    60G25
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    zbMATH DE Number
    7812488
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    OpenAlex ID
    W3164293419
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