Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)
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Publication:2288782
DOI10.1016/j.spl.2019.108628zbMath1453.60089arXiv1902.09633OpenAlexW2917077541MaRDI QIDQ2288782
Publication date: 20 January 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.09633
fractional Brownian motionGaussian processespositive definite functionsself-similar processesbifractional Brownian motion
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Positive definite functions in one variable harmonic analysis (42A82) Self-similar stochastic processes (60G18)
Related Items (2)
Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ On the Besov regularity of the bifractional Brownian motion
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