A remark on the equivalence of Gaussian processes

J.H. Zanten, van

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    Abstract

    In this note we extend a classical equivalence result for Gaussian stationary processes to the more general setting of Gaussian processes with stationary increments. This will allow us to apply it in the setting of aggregated independent fractional Brownian motions.
    Original languageEnglish
    Pages (from-to)54-59
    JournalElectronic Communications in Probability
    Volume13
    Publication statusPublished - 2008

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