A remark on the equivalence of Gaussian processes

Harry van Zanten (Vrije Universiteit Amsterdam)

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.

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Pages: 54-59

Publication Date: February 4, 2008

DOI: 10.1214/ECP.v13-1348

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