scientific article - MaRDI portal

Publication date: 11 August 2020

Full work available at URL: https://miscelaneamatematica.org/welcome/default/download/tbl_articulos.pdf2.b4404759bfb8067e.363030342e706466.pdf

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) General theory of stochastic processes (60G07)

Related Items

Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)

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