Nonhomogeneous fractional integration and multifractional processes (Q2469495): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2007.04.003
@@ Property / DOI: 10.1016/j.spa.2007.04.003 / rank @@
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@@ Property / author @@
+Donatas Surgailis
@@ Property / author: Donatas Surgailis / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2007.04.003
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@@ Property / OpenAlex ID @@
+W2094977023
@@ Property / OpenAlex ID: W2094977023 / rank @@
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@@ Property / cites work @@
+The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion
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@@ Property / cites work @@
+Q4495242
@@ Property / cites work: Q4495242 / rank @@
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@@ Property / cites work @@
+The generalized multifractional Brownian motion
@@ Property / cites work: The generalized multifractional Brownian motion / rank @@
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@@ Property / cites work @@
+On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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@@ Property / cites work @@
+Q5820721
@@ Property / cites work: Q5820721 / rank @@
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@@ Property / cites work @@
+Identification of the Hurst index of a step fractional Brownian motion
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@@ Property / cites work @@
+Elliptic Gaussian random processes
@@ Property / cites work: Elliptic Gaussian random processes / rank @@
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@@ Property / cites work @@
+Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory
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@@ Property / cites work @@
+Q4407605
@@ Property / cites work: Q4407605 / rank @@
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@@ Property / cites work @@
+Stochastic integration with respect to Volterra processes
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@@ Property / cites work @@
+Q3965339
@@ Property / cites work: Q3965339 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomly fractionally integrated processes
@@ Property / cites work: Randomly fractionally integrated processes / rank @@
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@@ Property / cites work @@
+Tangent fields and the local structure of random fields
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@@ Property / cites work @@
+THE LOCAL STRUCTURE OF RANDOM PROCESSES
@@ Property / cites work: THE LOCAL STRUCTURE OF RANDOM PROCESSES / rank @@
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@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Piecewise fractional Brownian motion
@@ Property / cites work: Piecewise fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Invariance principle for a class of non stationary processes with long memory
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@@ Property / cites work @@
+Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
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@@ Property / cites work @@
+Q4407604
@@ Property / cites work: Q4407604 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2007.04.003
@@ Property / DOI: 10.1016/J.SPA.2007.04.003 / rank @@
+Normal rank