Singularity functions for fractional processes: application to the fractional Brownian sheet
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Publication:2490099
DOI10.1016/j.anihpb.2005.03.002zbMath1095.60011OpenAlexW2131356479MaRDI QIDQ2490099
Xavier Guyon, Olivier Perrin, Serge Cohen, Monique Pontier
Publication date: 28 April 2006
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_2_187_0
Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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