Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Dugo, Ranieri"'
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a multivariate ver
Externí odkaz:
http://arxiv.org/abs/2408.03051