Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (Q2583519)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach |
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Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (English)
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17 January 2006
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fractional Brownian motion
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long-range dependence
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self-similarity
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