Pages that link to "Item:Q5277859"
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The following pages link to Long-Range Dependence and Self-Similarity (Q5277859):
Displayed 50 items.
- Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality (Q2316568) (← links)
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs (Q2320086) (← links)
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
- Tempered relaxation equation and related generalized stable processes (Q2660611) (← links)
- Intermittency in the small-time behavior of Lévy processes (Q2670792) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise (Q2692946) (← links)
- Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
- Generalized operator-scaling random ball model (Q4561259) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
- The linear stochastic heat equation with Hermite noise (Q4960410) (← links)
- Asymptotic theory for the detection of mixing in anomalous diffusion (Q5000210) (← links)
- Discriminating Gaussian processes via quadratic form statistics (Q5000843) (← links)
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Spatial average for the solution to the heat equation with Rosenblatt noise (Q5046308) (← links)
- INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence (Q5086899) (← links)
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels (Q5116580) (← links)
- Representations of hermite processes using local time of intersecting stationary stable regenerative sets (Q5139927) (← links)
- Self-similar stochastic processes with stationary increments as limits of particle systems (Q5155323) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217) (← links)
- Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)
- (Q5867367) (← links)
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- The overdamped generalized Langevin equation with Hermite noise (Q6073784) (← links)
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input (Q6089005) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization (Q6102371) (← links)
- Latent Gaussian Count Time Series (Q6107233) (← links)
- Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process (Q6107680) (← links)
- Yule's ``nonsense correlation'' for Gaussian random walks (Q6115257) (← links)
- Seasonal count time series (Q6135336) (← links)
- On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
- (Q6146330) (← links)
- (Q6168060) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)