On the distribution of quadratic functionals of the ordinary and fractional Brownian motions
type: Item
instance of: scholarly article
title: On the distribution of quadratic functionals of the ordinary and fractional Brownian motions
zbMATH Open document ID: 1274.62622
author: Katsuto Tanaka
published in: Journal of Statistical Planning and Inference
publication date: 2008-09-29T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 45B05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5348343
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: long-memory
zbMATH Keywords: Fredholm determinant
MaRDI profile type: Publication
full work available at URL: j.jspi.2005.12.015
OpenAlex ID: W2003186192
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DOI: 10.1016/J.JSPI.2005.12.015
description: scientific article; zbMATH DE number 5348343