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.

引用

页码：451 / 454

页数：4

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