Pages that link to "Item:Q1273015"

The following pages link to Identifying the multifractional function of a Gaussian process (Q1273015):

Displaying 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)