Integral representations and properties of operator fractional Brownian motions
From MaRDI portal
Publication:637087
DOI10.3150/10-BEJ259zbMath1284.60079arXiv1102.1822MaRDI QIDQ637087
Vladas Pipiras, Gustavo Didier
Publication date: 2 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.1822
integral representations; long-range dependence; operator fractional Brownian motion; operator self-similarity; time-reversibility; multivariate Brownian motion; dichotomy principle
60G22: Fractional processes, including fractional Brownian motion
60G10: Stationary stochastic processes
60G18: Self-similar stochastic processes
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