Fractional Brownian Motions, Fractional Noises and Applicationsстатья из журнала
Аннотация: Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. Adelman, Long cycles—fact or artifact?, Amer. Economic Rev., 60 (1965), 444–463 Google Scholar[2] William Feller, The asymptotic distribution of the range of sums of independent random variables, Ann. Math. Statistics, 22 (1951), 427–432 MR0042626 0043.34201 CrossrefISIGoogle Scholar[3] I. M. Gel'fand and , N. Ya. Vilenkin, Generalized functions. Vol. 4, Academic Press [Harcourt Brace Jovanovich Publishers], New York, 1964 [1977]xiv+384 MR0435834 Google Scholar[4] C. W. J. Granger, The typical spectral shape of an economic variable, Econometrica, 34 (1966), 150–161 CrossrefISIGoogle Scholar[5] G. A. Hunt, Random Fourier transforms, Trans. Amer. Math. 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Год издания: 1968
Авторы: Benoît B. Mandelbrot, John W. Van Ness
Издательство: Society for Industrial and Applied Mathematics
Источник: SIAM Review
Ключевые слова: Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling, Stochastic processes and financial applications
Открытый доступ: closed
Том: 10
Выпуск: 4
Страницы: 422–437