Deconvolution of fractional brownian motion

DOI10.1111/1467-9892.00274zbMath1088.60035OpenAlexW3125462091MaRDI QIDQ5467632

Murad S. Taqqu, Vladas Pipiras

Publication date: 24 May 2006

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00274

zbMATH Keywords

autoregressive representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (10)

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Cites Work

• Unnamed Item
• Signal detection in fractional Gaussian noise

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