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
Pages
10
From page
421
To page
430
Keywords
Long-memory Gaussian processes , Martingale transforms , Girsanovtheorem , Hellinger process
Journal title
Statistics and Probability Letters
Serial Year
2001
Journal title
Statistics and Probability Letters
Record number
139756
Link To Document