Alternative forms of fractional Brownian motion
Marinucci, D. & Robinson, P.
(1999).
Alternative forms of fractional Brownian motion.
Journal of Statistical Planning and Inference,
80(1-2.), 111-122.
https://doi.org/10.1016/S0378-3758(98)00245-6
| 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 |
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