On integral representations of operator fractional Brownian fields
نویسندگان
چکیده
منابع مشابه
Integral representations and properties of operator fractional
Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar, and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studied fractional Brownian motions. Because of the possible lack of time reversibility, the defining properties (i)-(iii) do not, in general, characterize the covariance structure of OFBMs. To circumve...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2014
ISSN: 0167-7152
DOI: 10.1016/j.spl.2014.05.015