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Alternative frequency and time domain representations of fractional brownian motion

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Davidson, J. and Hashimzade, N. (2008) Alternative frequency and time domain representations of fractional brownian motion. Econometric Theory, 24 (1). pp. 256-293. ISSN 1469-4360 doi: 10.1017/S0266466608080110

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/19892
Item Type Article
Refereed Yes
Divisions Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
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