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Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
Makogin, Vitalii, Mishura, YuliyaVolume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2014.1002042
Date:
May, 2015
File:
PDF, 125 KB
english, 2015