Weak convergence to a modified fractional Brownian motion (Q2931598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence to a modified fractional Brownian motion |
scientific article |
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Weak convergence to a modified fractional Brownian motion (English)
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26 November 2014
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type II fractional Brownian motion
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unbalanced cointegration
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nonlinear least squares
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