A rate-optimal trigonometric series expansion of the fractional Brownian motion

zbMath1109.60032MaRDI QIDQ850384

Endre Iglói

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127167

Mathematics Subject Classification ID

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

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