On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793): Difference between revisions

@@ Property / arXiv ID @@
+.03592
@@ Property / arXiv ID: 2101.03592 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+How the instability of ranks under long memory affects large-sample inference
+Normal rank
@@ Property / cites work @@
+Multivariate supOU processes
@@ Property / cites work: Multivariate supOU processes / rank @@
+Normal rank
@@ Property / cites work @@
+Time Change, Volatility, and Turbulence
@@ Property / cites work: Time Change, Volatility, and Turbulence / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy driven moving averages and semimartingales
@@ Property / cites work: Lévy driven moving averages and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and properties of real harmonizable fractional Lévy motions
+Normal rank
@@ Property / cites work @@
+On roughness indices for fractional fields
@@ Property / cites work: On roughness indices for fractional fields / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for convoluted Lévy processes
+Normal rank
@@ Property / cites work @@
+On fractional Lévy processes: tempering, sample path properties and stochastic integration
+Normal rank
@@ Property / cites work @@
+Q5312869
@@ Property / cites work: Q5312869 / rank @@
+Normal rank
@@ Property / cites work @@
+Miscellanea. On time-reversibility of linear processes
+Normal rank
@@ Property / cites work @@
+Q3922034
@@ Property / cites work: Q3922034 / rank @@
+Normal rank
@@ Property / cites work @@
+LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
+Normal rank
@@ Property / cites work @@
+Elements of nonlinear time series analysis and forecasting
+Normal rank
@@ Property / cites work @@
+Domain and range symmetries of operator fractional Brownian fields
+Normal rank
@@ Property / cites work @@
+Integral representations and properties of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Exponents, symmetry groups and classification of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered Stable Distributions
@@ Property / cites work: Tempered Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator-Self-Similar Processes in a Finite-Dimensional Space
+Normal rank
@@ Property / cites work @@
+Time reversal on Lévy processes
@@ Property / cites work: Time reversal on Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integral representations and classification of sum- and max-infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator-stable and operator-self-similar random fields
+Normal rank
@@ Property / cites work @@
+Q5422651
@@ Property / cites work: Q5422651 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator self similar stochastic processes in \(R^ n\).
+Normal rank
@@ Property / cites work @@
+Operator-self-similar stable processes
@@ Property / cites work: Operator-self-similar stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic properties of anomalous diffusion processes
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Fractional Lévy processes with an application to long memory moving average processes
+Normal rank
@@ Property / cites work @@
+Multivariate fractionally integrated CARMA processes
+Normal rank
@@ Property / cites work @@
+Multivariate CARMA processes
@@ Property / cites work: Multivariate CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3213952
@@ Property / cites work: Q3213952 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
+Normal rank
@@ Property / cites work @@
+Q2719286
@@ Property / cites work: Q2719286 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional regular variation of Lévy-driven multivariate mixed moving average processes
+Normal rank
@@ Property / cites work @@
+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Gaussian and non-Gaussian linear time series and random fields
+Normal rank
@@ Property / cites work @@
+On path properties of certain infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Representations and isomorphism identities for infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q5531487
@@ Property / cites work: Q5531487 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Processes and Long Range Dependence
@@ Property / cites work: Stochastic Processes and Long Range Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Additive processes and stochastic integrals
@@ Property / cites work: Additive processes and stochastic integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
+Normal rank
@@ Property / cites work @@
+Q4407596
@@ Property / cites work: Q4407596 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Lévy Processes as a Result of Compact Interval Integral Transformation
+Normal rank
@@ Property / cites work @@
+Time-reversibility of linear stochastic processes
@@ Property / cites work: Time-reversibility of linear stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stock market prices and long-range dependence
@@ Property / cites work: Stock market prices and long-range dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
+Normal rank