Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion

Author:

Coeurjolly Jean-François,Porcu Emilio

Funder

Fondecyt

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Identification of the multivariate fractional Brownian motion;Amblard;IEEE Trans. Signal Process.,2011

2. Amblard, P.-O., Coeurjolly, J.-F., Lavancier, F., Philippe, A., 2013. Basic properties of the multivariate fractional Brownian motion. In: Séminaires et Congrés, Self-similar Processes and their Applications, vol. 28, pp. 65–87.

3. Statistics for complex variables and signals — Part II: signals;Amblard;Signal Process.,1996

4. Digital Communication;Barry,2004

5. Central limit theorems for non-linear functionals of Gaussian fields;Breuer;J. Multivariate Anal.,1983

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