ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
| Year of publication: |
2008
|
|---|---|
| Authors: | Davidson, James ; Hashimzade, Nigar ; Beran, J. ; Brockwell, P.J. ; Davis, R.A. ; Chan, N.H. ; Terrin, N. ; Davidson, J. ; Davidson, J. ; de Jong, R.M. ; Duncan, T.E. ; Hu, Y. ; Pasik-Duncan, B. ; Flandrin, P. ; Gradshteyn, I.S. ; Ryzhik, M. ; Granger, C.W.J. ; Joyeux, R. ; Hosking, J.R.M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 1, p. 256-293
|