scientific article; zbMATH DE number 2051039

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zbMath1047.60033MaRDI QIDQ4453313

Victoria Zinde-Walsh, Peter C. B. Phillips

Publication date: 7 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion Brownian motion fractional derivative delta function generalized derivative generalized Gaussian process covariance functional

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (1)

On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion

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