Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Long-range dependent completely correlated mixed fractional Brownian motion - MaRDI portal

Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268)

From MaRDI portal
scientific article; zbMATH DE number 7812488
Language Label Description Also known as
English
Long-range dependent completely correlated mixed fractional Brownian motion
scientific article; zbMATH DE number 7812488

    Statements

    title
    Long-range dependent completely correlated mixed fractional Brownian motion (English)
    0 references
    arXiv ID
    2104.04992
    0 references
    author
    Josephine Dufitinema
    0 references
    Foad Shokrollahi
    0 references
    Tommi Sottinen
    0 references
    Lauri Viitasaari
    0 references
    publication date
    4 March 2024
    0 references
    Mathematics Subject Classification ID
    60G15
    0 references
    60G22
    0 references
    60G25
    0 references
    zbMATH DE Number
    7812488
    0 references
    zbMATH Keywords
    Cameron-Martin-Girsanov-Hitsuda theorem
    0 references
    fractional Brownian motion
    0 references
    mixed fractional Brownian motion
    0 references
    prediction
    0 references
    transfer principle
    0 references
    OpenAlex ID
    W3164293419
    0 references
    cites work
    Q4495242
    0 references
    Q5430704
    0 references
    Long-Memory Processes
    0 references
    Q3911166
    0 references
    Q4677206
    0 references
    Q3136462
    0 references
    Q5571417
    0 references
    Q3251652
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6123268&oldid=37640826"
    Powered by MediaWiki