A frequency domain approach to some results on fractional Brownian motion

Statistics and Probability Letters

Volumn 60, Issue 2, 2002, Pages 155-168

  Dzhaparidze, K ^a   Ferreira, J A ^a  

^a CWI   (Netherlands)

Author keywords

Fractional Brownian motion; Integral transforms; Spectral representation

Indexed keywords

EID: 0037111570     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00307-3     Document Type: Article

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