Covariance function of vector self-similar processes
نویسندگان
چکیده
منابع مشابه
2 5 A ug 2 00 9 Covariance function of vector self - similar process ∗
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2009
ISSN: 0167-7152
DOI: 10.1016/j.spl.2009.08.015