Accessibility navigation


Type I and type II fractional Brownian motions: a reconsideration

Davidson, J. and Hashimzade, N. (2009) Type I and type II fractional Brownian motions: a reconsideration. Computational Statistics & Data Analysis, 53 (6). pp. 2089-2106. ISSN 0167-9473

Full text not archived in this repository.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item DOI: 10.1016/j.csda.2008.11.008


Item Type:Article
Refereed:Yes
Divisions:Faculty of Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:19893
Additional Information:The fourth special issue on computational econometrics
Publisher:Elsevier

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation