Corrigendum to "Prediction for some processes related to a fractional Brownian motion"
Tyrone E. Duncan and
Holger Fink
Statistics & Probability Letters, 2011, vol. 81, issue 8, 1336-1337
Abstract:
This note is a correction for the statement of the results presented in Proposition 2 of Duncan (2006).
Keywords: Fractional; Brownian; motion; Prediction; Conditional; expectation (search for similar items in EconPapers)
Date: 2011
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