Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337): Difference between revisions

@@ Property / cites work @@
+ARCH model and fractional Brownian motion
@@ Property / cites work: ARCH model and fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Processes in Science, Engineering and Finance
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes in cell biology
@@ Property / cites work: Stochastic processes in cell biology / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
+Normal rank
@@ Property / cites work @@
+An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
+Normal rank
@@ Property / cites work @@
+Expectiles for subordinated Gaussian processes with applications
+Normal rank
@@ Property / cites work @@
+Type I and type II fractional Brownian motions: a reconsideration
+Normal rank
@@ Property / cites work @@
+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
+Normal rank
@@ Property / cites work @@
+Essentials of Stochastic Processes
@@ Property / cites work: Essentials of Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motions: memory, diffusion velocity, and correlation functions
+Normal rank
@@ Property / cites work @@
+Subordinated diffusion and continuous time random walk asymptotics
+Normal rank
@@ Property / cites work @@
+Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology
+Normal rank
@@ Property / cites work @@
+Q3008210
@@ Property / cites work: Q3008210 / rank @@
+Normal rank
@@ Property / cites work @@
+First Steps in Random Walks
@@ Property / cites work: First Steps in Random Walks / rank @@
+Normal rank
@@ Property / cites work @@
+Is it Brownian or fractional Brownian motion?
@@ Property / cites work: Is it Brownian or fractional Brownian motion? / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Analysis of Stochastic Processes in Time
+Normal rank
@@ Property / cites work @@
+NMR signals within the generalized Langevin model for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Estimation and testing of the Hurst parameter using<i>p</i>-variation
+Normal rank
@@ Property / cites work @@
+Q4740120
@@ Property / cites work: Q4740120 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Storage capacity of a dam with gamma type inputs
@@ Property / cites work: Storage capacity of a dam with gamma type inputs / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004320
@@ Property / cites work: Q4004320 / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Estimation of Hurst exponent revisited
@@ Property / cites work: Estimation of Hurst exponent revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Theory and Statistical Applications of Stochastic Processes
+Normal rank
@@ Property / cites work @@
+The distribution of the sum of independent gamma random variables
+Normal rank
@@ Property / cites work @@
+Representation of local times of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Selected aspects of fractional Brownian motion.
@@ Property / cites work: Selected aspects of fractional Brownian motion. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Processes
@@ Property / cites work: Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizing anomalous diffusion by studying displacements
+Normal rank
@@ Property / cites work @@
+Stochastic Processes - Inference Theory
@@ Property / cites work: Stochastic Processes - Inference Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Classical and Spatial Stochastic Processes
@@ Property / cites work: Classical and Spatial Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochasticity in processes. Fundamentals and applications to chemistry and biology
+Normal rank
@@ Property / cites work @@
+Explicit formulae for product moments of multivariate Gaussian random variables
+Normal rank
@@ Property / cites work @@
+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
+Normal rank
@@ Property / cites work @@
+On the Sums of Compound Negative Binomial and Gamma Random Variables
+Normal rank
@@ Property / cites work @@
+Large deviations for subordinated fractional Brownian motion and applications
+Normal rank
@@ Property / cites work @@
+Multifractal spectrum distribution based on detrending moving average
+Normal rank
@@ Property / cites work @@
+Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
+Normal rank