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Alternative frequency and time domain representations of fractional brownian motion

Davidson, J. and Hashimzade, N. (2008) Alternative frequency and time domain representations of fractional brownian motion. Econometric Theory, 24 (1). pp. 256-293. ISSN 1469-4360

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To link to this item DOI: 10.1017/S0266466608080110


Item Type:Article
Refereed:Yes
Divisions:Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:19892

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