Approximation of Some Gaussian Processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Carmona, Philippe ; Coutin, Laure ; Montseny, G. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 161-171
|
| Publisher: |
Springer |
| Subject: | Gaussian processes | fractional Brownian motion | numerical approximation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391503