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Prediction law of fractional Brownian motion

Year of publication

2017

Authors

Sottinen, Tommi; Viitasaari, Lauri

Organizations and authors

Aalto University

Viitasaari Lauri Orcid -palvelun logo

University of Vaasa

Sottinen Tommi Orcid -palvelun logo

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Statistics and probability letters

Publisher

Elsevier

Volume

129

Pages

155-166

ISSN

0167-7152

​Publication forum

67584

​Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

Yes

Other information

Fields of science

Mathematics; Statistics and probability

Keywords

[object Object],[object Object],[object Object]

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1016/j.spl.2017.05.006

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes