Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence (Q3044057)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence |
scientific article |
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Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence (English)
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10 August 2004
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fractional Brownian motion
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long-range dependence
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multiple integral with respect to fractional Brownian motion
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