Corrigendum to "Prediction for some processes related to a fractional Brownian motion"

This note is a correction for the statement of the results presented in Proposition 2 of Duncan (2006).

Year of publication:	2011
Authors:	Duncan, Tyrone E. ; Fink, Holger
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 8, p. 1336-1337
Publisher:	Elsevier
Keywords:	Fractional Brownian motion Prediction Conditional expectation

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009143320