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"Wavelet eigenvalue regression for n-variate operator fractional Brownian ..."

Patrice Abry, Gustavo Didier (2018)

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DOI: 10.1016/J.JMVA.2018.06.007

access: closed

type: Journal Article

metadata version: 2020-02-22

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Patrice Abry, Gustavo Didier:
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. J. Multivar. Anal. 168: 75-104 (2018)

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