Cioczek-Georges, R.; Mandelbrot, B. B. - In: Stochastic Processes and their Applications 64 (1996) 2, pp. 143-152
We showed in an earlier paper (1995a) that negatively correlated fractional Brownian motion (FBM) can be generated as a fractal sum of one kind of micropulses (FSM). That is, FBM of exponent is the limit (in the sense of finite-dimensional distributions) of a certain sequence of processes...