How big are the lag increments of a Gaussian process?
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Publication:1591957
DOI10.1016/S0898-1221(00)85002-6zbMath0962.60012MaRDI QIDQ1591957
Publication date: 14 January 2001
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(00)85002-6
Cites Work
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- How big are the lag increments of a two-parameter Wiener process?