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18 - Economics and Econometrics

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Article title

ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION

Type

D - Journal article

DOI

Title of journal

Econometric Theory

Article number

Volume number

Issue number

First page of article

256

ISSN of journal

1469-4360

Year of publication

2007

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

2 - Econometrics

Citation count

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract