Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571)

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Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
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    Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (English)
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    16 October 2018
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    eigenvalues
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    operator fractional Brownian motion
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    operator self-similarity
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    wavelets
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