Basic properties of the Multivariate Fractional Brownian Motion (Q4981682)
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scientific article; zbMATH DE number 6308156
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| English | Basic properties of the Multivariate Fractional Brownian Motion |
scientific article; zbMATH DE number 6308156 |
Statements
24 June 2014
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self similarity
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multivariate process
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long-range dependence
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superlinear process
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increment process
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limit theorem
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math.PR
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math.ST
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stat.TH
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0.95177275
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0.94076765
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0.9208663
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0.90894693
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0.9056772
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0.9052589
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