Pages that link to "Item:Q1771479"
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The following pages link to Sub-fractional Brownian motion and its relation to occupation times (Q1771479):
Displayed 50 items.
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Small ball properties and representation results (Q347466) (← links)
- Oscillatory fractional Brownian motion (Q385587) (← links)
- A complement to Gladyshev's theorem (Q392750) (← links)
- A central limit theorem for a weighted power variation of a Gaussian process (Q406621) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Generalized fractional Brownian motion (Q522549) (← links)
- Fluctuations of the empirical quantiles of independent Brownian motions (Q550149) (← links)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- Central limit theorem for functionals of a generalized self-similar Gaussian process (Q679608) (← links)
- Inner product spaces of integrands associated to subfractional Brownian motion (Q730735) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Occupation densities for certain processes related to subfractional Brownian motion (Q890269) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Moduli of continuity of the local time of a class of sub-fractional Brownian motions (Q1684054) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- Occupation time fluctuations of weakly degenerate branching systems (Q1930525) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior (Q2003525) (← links)
- An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Divergence of an integral of a process with small ball estimate (Q2132525) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
- Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)