scientific article; zbMATH DE number 5041625
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Publication:5476756
zbMath1094.62109MaRDI QIDQ5476756
Publication date: 18 July 2006
Full work available at URL: https://eudml.org/doc/52620
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionstationary processHurst parameterinvariance principepartial sums of moving averages
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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