Prediction of Fractional Brownian Motion with Hurst Index Less than 1/2


Autoria(s): Anh, Vo; Inoue, A
Data(s)

2004

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/23708/

Publicador

Australian Mathematical Society

Relação

http://eprints.qut.edu.au/23708/1/Prediction_of_fBm_with_Hurst_index_less_than_a_half.pdf

Anh, Vo & Inoue, A (2004) Prediction of Fractional Brownian Motion with Hurst Index Less than 1/2. Australian Mathematical Society Bulletin, 70, pp. 321-328.

Fonte

Faculty of Science and Technology

Tipo

Journal Article