A series expansion of fractional Brownian motion
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Publication:706329
DOI10.1007/s00440-003-0310-2zbMath1059.60048OpenAlexW2114023404MaRDI QIDQ706329
Harry van Zanten, Kacha Dzhaparidze
Publication date: 8 February 2005
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/4237
Gaussian processes (60G15) Self-similar stochastic processes (60G18) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
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Cites Work
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Weak convergence and empirical processes. With applications to statistics
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