238 citations · 461 across the 24 of their papers we have counts for
1 paper · 2 filters
Pierre-Olivier Amblard, Jean-François Coeurjolly, Frédéric Lavancier +1
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covar…