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Whitening filter and innovational representation of fractional Brownian motion - MaRDI portal

Whitening filter and innovational representation of fractional Brownian motion (Q712152)

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scientific article; zbMATH DE number 5807428
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English
Whitening filter and innovational representation of fractional Brownian motion
scientific article; zbMATH DE number 5807428

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    Whitening filter and innovational representation of fractional Brownian motion (English)
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    28 October 2010
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