| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152842 | Statistics & Probability Letters | 2009 | 7 Pages |
Abstract
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motions with correlated components having different self-similarity indices.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Frédéric Lavancier, Anne Philippe, Donatas Surgailis,