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Basic properties of the Multivariate Fractional Brownian Motion

6 July 2010

Papers citing "Basic properties of the Multivariate Fractional Brownian Motion"

4 / 4 papers shown

Title
$Wavelet analysis of the multivariate fractional Brownian motion$ Wavelet analysis of the multivariate fractional Brownian motion Jean‐François Coeurjolly P. Amblard S. Achard 68 32 0 13 Jul 2010
A two-sample test for comparison of long memory parameters F. Lavancier A. Philippe D. Surgailis 85 23 0 10 Jul 2009
Covariance function of vector self-similar process F. Lavancier A. Philippe D. Surgailis 78 85 0 24 Jun 2009
Multiple local whittle estimation in stationary systems P. Robinson 100 102 0 06 Nov 2008