Reproducing kernel Hilbert space methods for wide-sense self-similar processes

Annals of Applied Probability

Volumn 11, Issue 4, 2001, Pages 1199-1219

  Nuzman, Carl J ^a   Poor, H Vincent ^b  

^a LUCENT TECHNOLOGIES   (United States)

^b Princeton University   (United States)

Author keywords

Detection; Estimation; Fractional Brownian motion; Innovations; Lamperti's transformation; Mellin transform; Reproducing kernel Hilbert space; Self similar

Indexed keywords

EID: 0035497811     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1015345400     Document Type: Article

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