An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\)
type: Item
instance of: scholarly article
title: An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\)
zbMATH Open document ID: 1517.60043
published in: Sankhyā. Series A
publication date: 2023-08-21T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 7730310
zbMATH Keywords: \(n\)th order fractional Brownian motion
zbMATH Keywords: self-similarity
zbMATH Keywords: long-range dependence
zbMATH Keywords: power spectral density
zbMATH Keywords: parametric estimation
MaRDI profile type: MaRDI publication profile
full work available at URL: s13171-021-00266-z
OpenAlex ID: W4206183142
cites work: Necessary and sufficient conditions for Hölder continuity of Gaussian processes
cites work: Distribution processes with stationary fractional increments
cites work: Power variation of some integral fractional processes
cites work: Q5665949
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Q3579593
cites work: Q5607484
DOI: 10.1007/S13171-021-00266-Z
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description: scientific article; zbMATH DE number 7730310