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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

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


Item Type:Article
Refereed:Yes
Divisions: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

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