Simulation of a Local Time Fractional Stable Motion (Q3086801): Difference between revisions

@@ Property / cites work @@
+Computer methods for sampling from the exponential and normal distributions
+Normal rank
@@ Property / cites work @@
+Extensions of Forsythe's Method for Random Sampling from the Normal Distribution
+Normal rank
@@ Property / cites work @@
+Identification and properties of real harmonizable fractional Lévy motions
+Normal rank
@@ Property / cites work @@
+Operator scaling stable random fields
@@ Property / cites work: Operator scaling stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+A general framework for simulation of fractional fields
+Normal rank
@@ Property / cites work @@
+Random rewards, fractional Brownian local times and stable self-similar processes
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables
+Normal rank
@@ Property / cites work @@
+Q3537739
@@ Property / cites work: Q3537739 / rank @@
+Normal rank
@@ Property / cites work @@
+Real harmonizable multifractional Lévy motions
@@ Property / cites work: Real harmonizable multifractional Lévy motions / rank @@
+Normal rank
@@ Property / cites work @@
+Series representation and simulation of multifractional Lévy motions
+Normal rank
@@ Property / cites work @@
+Q3997990
@@ Property / cites work: Q3997990 / rank @@
+Normal rank
@@ Property / cites work @@
+Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
+Normal rank
@@ Property / cites work @@
+Q4160169
@@ Property / cites work: Q4160169 / rank @@
+Normal rank
@@ Property / cites work @@
+On path properties of certain infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+On series representations of infinitely divisible random vectors
+Normal rank
@@ Property / cites work @@
+Q2738738
@@ Property / cites work: Q2738738 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5327206
@@ Property / cites work: Q5327206 / rank @@
+Normal rank