Behavior of the Hermite sheet with respect to theHurst index - Archive ouverte HAL
Journal Articles Stochastic Processes and their Applications Year : 2019

Behavior of the Hermite sheet with respect to theHurst index

Héctor Araya
  • Function : Author
Ciprian Tudor
  • Function : Author
Laboratoire Paul Painlevé - UMR 8524

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Mathematics [math]

Ciprian Tudor  : Connect in order to contact the contributor

https://hal.science/hal-04366546

Submitted on : Friday, December 29, 2023-9:40:30 AM

Last modification on : Thursday, May 2, 2024-11:13:03 AM

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hal-04366546 , version 1 (29-12-2023)

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Héctor Araya, Ciprian Tudor. Behavior of the Hermite sheet with respect to theHurst index. Stochastic Processes and their Applications, 2019, 129 (7), pp.2582-2605. ⟨10.1016/j.spa.2018.07.017⟩. ⟨hal-04366546⟩

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