Fractional Brownian Motions, Fractional Noises and Applications

Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. Adelman, Long cycles—fact or artifact?, Amer. Economic Rev., 60 (1965), 444–463 Google Scholar[2] William Feller, The asymptotic distribution of the range of sums of independent random variables, Ann. Math. Statistics, 22 (1951), 427–432 MR0042626 0043.34201 CrossrefISIGoogle Scholar[3] I. M. Gel'fand and , N. Ya. Vilenkin, Generalized functions. Vol. 4, Academic Press [Harcourt Brace Jovanovich Publishers], New York, 1964 [1977]xiv+384 MR0435834 Google Scholar[4] C. W. J. Granger, The typical spectral shape of an economic variable, Econometrica, 34 (1966), 150–161 CrossrefISIGoogle Scholar[5] G. A. Hunt, Random Fourier transforms, Trans. Amer. Math. 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