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Keyword: brownian motion;
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D Marinucci and Peter M Robinson
Averaged periodogram; nonstationary processes; fractional Brownian motion....Read more...
It is pointed out that two contradictory definitions of fractional Brownian motion are well established, one prevailing in the probabilistic literature, the other in the econometric literature. Each is associated with a ...Read more...
We consider a neo-classical model of optimal economic growth with c.r.r.a. utility in which the traditional deterministic trends representing population growth, technological progress, depreciation and impatience are rep...Read more...