A CLASS OF FRACTIONAL CONTINUOUS-TIME PROCESSES

被引：0
|
作者：
DENIAU, C
VIANO, MC
OPPENHEIM, G
机构：
[1] UNIV PARIS 11,EQUIPE STAT,F-91405 ORSAY,FRANCE
[2] UNIV LILLE 1,F-59655 VILLENEUVE DASCQ,FRANCE
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1992年 / 315卷 / 04期
关键词：
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
As it is already done for discrete time processes, we define a family of continuous time stationary processes which generalizes the autoregressive ones and includes long memory processes. This family is richer than the well known fractional brownian family: two distinct parameters act on the memory and on the sample paths local properties.
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页码：451 / 454
页数：4
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