Title of article :
Martingale transforms and Girsanov theorem for long-memory Gaussian processes
Author/Authors :
Yuliya Mishura، نويسنده , , Esko Valkeila، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2001
Keywords :
Long-memory Gaussian processes , Martingale transforms , Girsanovtheorem , Hellinger process
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
