$Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study$

Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study

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Bibliographic Details
Main Author:	Jean-Francois Coeurjolly
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2000-01-01
Series:	Journal of Statistical Software
Online Access:	http://www.jstatsoft.org/v05/i07/paper

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