Pages that link to "Item:Q882907"
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The following pages link to A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907):
Displaying 5 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
- Multi-scale invariant fields: estimation and prediction (Q5854153) (← links)
