Covariance function of vector self-similar process

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Covariance function of vector self-similar process

24 June 2009

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Papers citing "Covariance function of vector self-similar process"

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Distance covariance for stochastic processes Muneya Matsui T. Mikosch G. Samorodnitsky 30 10 0 30 Mar 2017
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 80 61 0 14 Feb 2011
$Wavelet analysis of the multivariate fractional Brownian motion$ Wavelet analysis of the multivariate fractional Brownian motion Jean‐François Coeurjolly P. Amblard S. Achard 97 32 0 13 Jul 2010
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 97 68 0 06 Jul 2010
A two-sample test for comparison of long memory parameters F. Lavancier A. Philippe D. Surgailis 95 23 0 10 Jul 2009