Whitening filter and innovations representation of self-similar process.
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Publication:1419035
DOI10.1016/S0960-0779(02)00041-3zbMATH Open1041.60040OpenAlexW1978085051MaRDI QIDQ1419035FDOQ1419035
Authors: Xiao-Tian Wang, Fuyao Ren, Weiyuan Qiu 
Publication date: 14 January 2004
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0960-0779(02)00041-3
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Cites Work
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- Arbitrage with Fractional Brownian Motion
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- Stochastic analysis of the fractional Brownian motion
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- Linear estimation of self-similar processes via Lamperti's transformation
- Large deviations and overflow probabilities for the general single-server queue, with applications
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- Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
- FRACTAL MODEL OF BLOOD VESSEL SYSTEM
- Modelling and analysis of fractional Brownian motions
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