Publié le : 2000-07-05
Classification:
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-00383120,
author = {Coeurjolly, Jean-Fran\c cois},
title = {Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study},
journal = {HAL},
volume = {2000},
number = {0},
year = {2000},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00383120}
}
Coeurjolly, Jean-François. Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00383120/