Integral representations and properties of operator fractional Brownian motions

Bernoulli

Volumn 17, Issue 1, 2011, Pages 1-33

  Didier, Gustavo ^a   Pipiras, Vladas ^b  

^a Tulane University   (United States)

^b The University of North Carolina at Chapel Hill   (United States)

Author keywords

Dichotomy principle; Integral representations; Long range dependence; Multivariate Brownian motion; Operator fractional Brownian motion; Operator self similarity; Time reversibility

Indexed keywords

EID: 79951648178     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ259     Document Type: Article

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