Integral representations and properties of operator fractional Brownian motions (Q637087)
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scientific article; zbMATH DE number 5945290
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| English | Integral representations and properties of operator fractional Brownian motions |
scientific article; zbMATH DE number 5945290 |
Statements
Integral representations and properties of operator fractional Brownian motions (English)
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2 September 2011
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dichotomy principle
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integral representations
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long-range dependence
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multivariate Brownian motion
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operator fractional Brownian motion
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operator self-similarity
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time-reversibility
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0.8747077584266663
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0.8404375910758972
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0.8316658139228821
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0.7869412899017334
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