winear process is a Gaussian process
Answers
Answered by
1
Answer:
A Wiener process is the integral of a white noise generalized Gaussian process. It is not stationary, but it has stationary increments. ... The fractional Brownian motion is a Gaussian process whose covariance function is a generalisation of that of the Wiener process.
Answered by
3
Answer:
A Wiener process (aka Brownian motion) is the integral of a white noise generalized Gaussian process. It is not stationary, but it has stationary increments. ... The fractional Brownian motion is a Gaussian process whose covariance function is a generalisation of that of the Wiener process
Similar questions