Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001)

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Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
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    Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (English)
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    7 November 2000
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    fractional ARIMA
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    midpoint displacement technique
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    fractional Gaussian noise
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    fractional derivative
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    generalized functions
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    self-similarity
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