Gaussian Volterra processes: Asymptotic growth and statistical estimation (Q6040489): Difference between revisions

@@ Property / OpenAlex ID @@
+W4367680898
@@ Property / OpenAlex ID: W4367680898 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4222737
@@ Property / cites work: Q4222737 / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized multifractional Brownian motion
@@ Property / cites work: The generalized multifractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for expected maxima of Gaussian processes and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Stable Stochastic Processes
@@ Property / cites work: Semi-Stable Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Gaussian Volterra processes with power-type kernels. II
+Normal rank
@@ Property / cites work @@
+Gaussian Volterra processes with power-type kernels. I
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Approximation of multifractional Brownian motion by absolutely continuous processes
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of Gaussian processes via Fredholm representation
+Normal rank
@@ Property / cites work @@
+Representation of self-similar Gaussian processes
@@ Property / cites work: Representation of self-similar Gaussian processes / rank @@
+Normal rank