Type I and type II fractional Brownian motions: a reconsideration (Q961404): Difference between revisions

@@ Property / OpenAlex ID @@
+W2113515280
@@ Property / OpenAlex ID: W2113515280 / rank @@
+Normal rank
@@ Property / cites work @@
+The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
+Normal rank
@@ Property / cites work @@
+The role of long memory in hedging effectiveness
@@ Property / cites work: The role of long memory in hedging effectiveness / rank @@
+Normal rank
@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
+Normal rank
@@ Property / cites work @@
+Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Generating schemes for long memory processes: regimes, aggregation and linearity
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
+Normal rank
@@ Property / cites work @@
+REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+A Fractional Dickey-Fuller Test for Unit Roots
@@ Property / cites work: A Fractional Dickey-Fuller Test for Unit Roots / rank @@
+Normal rank
@@ Property / cites work @@
+A simple construction of the fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Q4515165
@@ Property / cites work: Q4515165 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Estimation of fractional integration in the presence of data noise
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Wavelet-based simulation of fractional Brownian motion revisited
+Normal rank