Wavelet analysis of a multifractional process in an arbitrary Wiener chaos (Q5230206): Difference between revisions

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-.1090/tpms/1061
@@ Property / DOI: 10.1090/tpms/1061 / rank @@
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+W2969362664
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@@ Property / cites work @@
+On a class of self-similar processes with stationary increments in higher order Wiener chaoses
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+Wavelet construction of generalized multifractional processes
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@@ Property / cites work @@
+Multifractional processes with random exponent
@@ Property / cites work: Multifractional processes with random exponent / rank @@
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@@ Property / cites work @@
+Identifying the multifractional function of a Gaussian process
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+Elliptic Gaussian random processes
@@ Property / cites work: Elliptic Gaussian random processes / rank @@
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+Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
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+MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY
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+PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
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+Ten Lectures on Wavelets
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+Real harmonizable multifractional stable process and its local properties
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+Tangent fields and the local structure of random fields
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+THE LOCAL STRUCTURE OF RANDOM PROCESSES
@@ Property / cites work: THE LOCAL STRUCTURE OF RANDOM PROCESSES / rank @@
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+Gaussian Hilbert Spaces
@@ Property / cites work: Gaussian Hilbert Spaces / rank @@
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+Ondelettes et bases hilbertiennes. (Wavelets and Hilbert bases)
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Q3135829
@@ Property / cites work: Q3135829 / rank @@
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@@ Property / cites work @@
+The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Local times for multifractional square Gaussian processes
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+Stochastic properties of the linear multifractional stable motion
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+PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
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@@ Property / Wikidata QID @@
+Q127334268
@@ Property / Wikidata QID: Q127334268 / rank @@
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@@ Property / DOI @@
+.1090/TPMS/1061
@@ Property / DOI: 10.1090/TPMS/1061 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5230206