Regularization and integral representations of Hermite processes

DOI10.1016/j.spl.2010.09.008zbMath1216.60029OpenAlexW2074873680MaRDI QIDQ613203

Vladas Pipiras, Murad S. Taqqu

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.008

zbMATH Keywords

fractional Brownian motionmultiple Wiener-Itô integralsHermite processesstochastic Fubini theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (35)

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