Alternative forms of fractional Brownian motion
Marinucci, D; and Robinson, Peter
(1999)
Alternative forms of fractional Brownian motion
Journal of Statistical Planning and Inference, 80 (1-2.).
pp. 111-122.
ISSN 0378-3758
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1016/S0378-3758(98)00245-6 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1292 |