Type I and type II fractional Brownian motions: A reconsideration

Computational Statistics and Data Analysis

Volumn 53, Issue 6, 2009, Pages 2089-2106

  Davidson, James ^a   Hashimzade, Nigar ^b  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

SYSTEMS ENGINEERING;

ALTERNATIVE METHODS; FRACTIONAL BROWNIAN MOTIONS; FRACTIONAL INTEGRATIONS; FUNCTIONALS; INFINITE SUMS; LIMIT DISTRIBUTIONS; ML ESTIMATORS; NON-STATIONARITY; SIMULATION METHODS; TYPE II;

BROWNIAN MOVEMENT;

EID: 61649124867     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.11.008     Document Type: Article

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