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A remark on the equivalence of Gaussian processes
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Harry van Zanten, Vrije Universiteit Amsterdam
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Abstract
In this note we extend a classical equivalence result for Gaussian stationary processes
to the more general setting of Gaussian processes with stationary increments.
This will allow us to apply it in the setting of
aggregated independent fractional Brownian motions.
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Full text: PDF
Pages: 54-59
Published on: February 4, 2008
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Electronic Communications in Probability. ISSN: 1083-589X |
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