Pages that link to "Item:Q1273015"
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The following pages link to Identifying the multifractional function of a Gaussian process (Q1273015):
Displayed 40 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Identification of nonstandard multifractional Brownian motions under white noise by multiscale local variations of its sample paths (Q474129) (← links)
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615) (← links)
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (Q627303) (← links)
- Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
- Spectral analysis for some multifractional Gaussian processes (Q825091) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Quadratic variations of spherical fractional Brownian motions (Q875908) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- On some possible generalizations of fractional Brownian motion. (Q1569539) (← links)
- On roughness indices for fractional fields (Q1769780) (← links)
- Fields with exceptional tangent fields (Q1780935) (← links)
- Local self-similarity and the Hausdorff dimension (Q1871481) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Estimation of parameters of a multifractal process (Q2384677) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Wavelet techniques for pointwise regularity (Q2458942) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- ON MULTIFRACTIONALITY OF SPHERICAL RANDOM FIELDS WITH COSMOLOGICAL APPLICATIONS (Q5038205) (← links)
- Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos (Q5230206) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
- Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739) (← links)
- On the non-commutative multifractional Brownian motion (Q5876135) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
- Minimal model of diffusion with time changing Hurst exponent (Q6137656) (← links)
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey (Q6168535) (← links)