Representation of self-similar Gaussian processes (Q2344872)
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scientific article; zbMATH DE number 6436417
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Representation of self-similar Gaussian processes |
scientific article; zbMATH DE number 6436417 |
Statements
Representation of self-similar Gaussian processes (English)
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18 May 2015
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self-similar Gaussian processes
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canonical Volterra representation
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equivalence in law
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Lamperti transformation
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0.8049384951591492
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0.8049010038375854
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0.7801507115364075
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0.7707664966583252
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