Pages that link to "Item:Q1038436"
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The following pages link to Covariance function of vector self-similar processes (Q1038436):
Displaying 14 items.
- Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources (Q352984) (← links)
- Operator self-similar processes and functional central limit theorems (Q402717) (← links)
- Exponents, symmetry groups and classification of operator fractional Brownian motions (Q430984) (← links)
- On the convex hull and winding number of self-similar processes (Q503995) (← links)
- On convex hull of \(d\)-dimensional fractional Brownian motion (Q654464) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Large deviations for acyclic networks of queues with correlated Gaussian inputs (Q2052799) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Randomized multifractal detrended fluctuation analysis of long time series (Q3303859) (← links)
- Distance covariance for stochastic processes (Q4578302) (← links)
- MULTIFRACTAL CROSS WAVELET ANALYSIS (Q5219463) (← links)
- Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments (Q5243381) (← links)
- Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
