scientific article; zbMATH DE number 2169747

zbMath1064.60062MaRDI QIDQ4677206

Tommi Sottinen, Hagen Gilsing

Publication date: 20 May 2005

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

zbMATH Keywords

fractional Brownian motionseries expansionnumerical simulation

Mathematics Subject Classification ID

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

Related Items (9)

A theory of robust long-run variance estimation ⋮ Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions ⋮ A set-indexed fractional Brownian motion ⋮ Bayesian inverse problems with heterogeneous variance ⋮ Parameter estimation for stochastic equations with additive fractional Brownian sheet ⋮ Long-range dependent completely correlated mixed fractional Brownian motion ⋮ On Haar expansion of Riemann-Liouville process in a critical case ⋮ Stochastic analysis of Gaussian processes via Fredholm representation ⋮ Representation Formulae for the Fractional Brownian Motion

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