C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps

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Date: 2015-09-04 10:25:15 Time series analysis Probability theory Statistics Mathematical analysis Stochastic processes Teletraffic Signal processing Covariance and correlation Fractional Brownian motion Long-range dependence Autocorrelation Self-similar process		C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps Add to Reading List Source URL: www.monmeetings.org Download Document from Source Website File Size: 591,49 KB Share Document on Facebook

	C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps DocID: 1qYRd - View Document
	Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract DocID: 1pXAK - View Document
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	Statistical Inference Associated with the Fractional Brownian Motion and Related Processes Katsuto Tanaka Gakushuin University, Tokyo, Japan Abstract DocID: 1jezn - View Document