@article{oai:teapot.lib.ocha.ac.jp:00034679,
 author = {KASAHARA, YUJI and KONO, NORIO and KOSUGI, NOBUKO},
 issue = {1},
 journal = {お茶の水女子大學自然科學報告},
 month = {Oct},
 note = {application/pdf, 紀要論文, Let X^H(t) be a fractional Brownian motion with index H (0<H&le;1/2), and let D_n(t_0, t_1, ... t_n) (0&le;t_0<t_1<...<t_n) denote the correlation matrix of {X^H(t_<k+1>)-X^H(t_k): k=1, ..., n-1}. In this paper the asymptotic behaviour of (1/n) log det D_n as n tends to ∞ is studied.},
 pages = {13--19},
 title = {A remark on the covariance matrix of fractional Brownian motion},
 volume = {52},
 year = {2001}
}