Covariance function of vector self-similar processes

DOI10.1016/j.spl.2009.08.015zbMath1177.60041arXiv0906.4541OpenAlexW2036196013MaRDI QIDQ1038436

Anne Philippe, Frédéric Lavancier, Donatas Surgailis

Publication date: 18 November 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.4541

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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