Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion

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Publication:1795571

DOI10.1016/j.jmva.2018.06.007zbMath1397.62291arXiv1708.03359OpenAlexW2963256090MaRDI QIDQ1795571

Gustavo Didier, Patrice Abry

Publication date: 16 October 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03359



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