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Deconvolution of fractional brownian motion - MaRDI portal

Deconvolution of fractional brownian motion (Q5467632)

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scientific article; zbMATH DE number 5026158
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English
Deconvolution of fractional brownian motion
scientific article; zbMATH DE number 5026158

    Statements

    title
    Deconvolution of fractional brownian motion (English)
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    author
    Vladas Pipiras
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    Murad S. Taqqu
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    publication date
    24 May 2006
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    zbMATH Keywords
    autoregressive representation
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60J65
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    60G18
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    60H05
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    zbMATH DE Number
    5026158
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    OpenAlex ID
    W3125462091
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