Talk:Fractional Brownian motion
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Feel free to leave me any messages, comments, remarks, objections. :)
sebastien 02:29, 15 Mar 2005 (UTC)
- Great start. Wouldn't it be more accurate though to say that the increment process ($B^H_t - B^H_{t-1}$) has LRD though? Anything to say on the subject of fractional Gaussian noise? --Richard Clegg 01:08, 13 March 2006 (UTC)