Quadratic variations of spherical fractional Brownian motions

DOI10.1016/j.spa.2006.07.005zbMath1112.60030OpenAlexW2059528594MaRDI QIDQ875908

Jacques Istas

Publication date: 16 April 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.07.005

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items

Strong local nondeterminism of spherical fractional Brownian motion ⋮ Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise

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