Prediction law of fractional Brownian motion

Prediction law of fractional Brownian motion

Sottinen, Tommi, Viitasaari, Lauri
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Volume:
129
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2017.05.006
Date:
October, 2017
File:
PDF, 914 KB
english, 2017
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