Identification of the Multivariate Fractional Brownian Motion

14 February 2011

Papers citing "Identification of the Multivariate Fractional Brownian Motion"

7 / 7 papers shown

Title
$Integral representations and properties of operator fractional Brownian motions$ Integral representations and properties of operator fractional Brownian motions G. Didier V. Pipiras 84 82 0 09 Feb 2011
$Wavelet analysis of the multivariate fractional Brownian motion$ Wavelet analysis of the multivariate fractional Brownian motion Jean‐François Coeurjolly P. Amblard S. Achard 78 32 0 13 Jul 2010
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 74 68 0 06 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
Estimators of Long-Memory: Fourier versus Wavelets Gilles Fay Eric Moulines François Roueff M. Taqqu 161 99 0 28 Jan 2008