Tempered fractional Brownian motion
type: Item
instance of: scholarly article
title: Tempered fractional Brownian motion
zbMATH Open document ID: 1287.60050
author: Mark M. Meerschaert
author: Farzad Sabzikar
published in: Statistics \& Probability Letters
publication date: 2014-02-19T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 6259904
zbMATH Keywords: Gaussian process
zbMATH Keywords: stationary increments
zbMATH Keywords: moving average
zbMATH Keywords: spectral representation
zbMATH Keywords: Davenport spectrum
MaRDI profile type: Publication
full work available at URL: j.spl.2013.06.016
OpenAlex ID: W2167580329
cites work: Processes of normal inverse Gaussian type
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cites work: On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
cites work: Q4301585
DOI: 10.1016/J.SPL.2013.06.016
description: scientific article