Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law
DOI10.1090/tpms/1071zbMath1488.60099arXiv1801.07574OpenAlexW2969471484WikidataQ114848709 ScholiaQ114848709MaRDI QIDQ5230218
Lauri Viitasaari, Tommi Sottinen
Publication date: 21 August 2019
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.07574
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (5)
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