Donsker type theorem for fractional Poisson process (Q2322591): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2019.01.036
+Normal rank
@@ Property / OpenAlex ID @@
+W2912133878
@@ Property / OpenAlex ID: W2912133878 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Variations and Hurst index estimation for a Rosenblatt process using longer filters
+Normal rank
@@ Property / cites work @@
+Random walks and subfractional Brownian motion
@@ Property / cites work: Random walks and subfractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3787245
@@ Property / cites work: Q3787245 / rank @@
+Normal rank
@@ Property / cites work @@
+Transformation formulas for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractional Poisson process
@@ Property / cites work: Fractional Poisson process / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Lévy processes with an application to long memory moving average processes
+Normal rank
@@ Property / cites work @@
+The fractional Poisson process and the inverse stable subordinator
+Normal rank
@@ Property / cites work @@
+Option pricing in fractional Brownian markets
@@ Property / cites work: Option pricing in fractional Brownian markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q3979069
@@ Property / cites work: Q3979069 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion, random walks and binary market models
+Normal rank
@@ Property / cites work @@
+Fractional Lévy Processes as a Result of Compact Interval Integral Transformation
+Normal rank
@@ Property / cites work @@
+Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
+Normal rank
@@ Property / cites work @@
+Analysis of the Rosenblatt process
@@ Property / cites work: Analysis of the Rosenblatt process / rank @@
+Normal rank
@@ Property / cites work @@
+Variations and estimators for self-similarity parameters via Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Estimation of parameters in the fractional compound Poisson process
+Normal rank
@@ Property / cites work @@
+Fractional Poisson process. II
@@ Property / cites work: Fractional Poisson process. II / rank @@
+Normal rank
@@ Property / cites work @@
+Nonhomogeneous fractional Poisson processes
@@ Property / cites work: Nonhomogeneous fractional Poisson processes / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2322591