Prediction of fractional Brownian motion-type processes

Stochastic Analysis and Applications

Volumn 25, Issue 3, 2007, Pages 641-666

  Inoue, A ^a   Anh, V V ^b  

^a HOKKAIDO UNIVERSITY   (Japan)

^b QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Fractional Brownian motion; Hurst index; Prediction

Indexed keywords

EID: 34248376050     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701282971     Document Type: Article

References (16)

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