Pages that link to "Item:Q1610849"
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The following pages link to Estimating the \(p\)-variation index of a sample function: an application to financial data set (Q1610849):
Displaying 6 items.
- Random fractals determined by Lévy processes (Q616257) (← links)
- Hausdorff-Besicovitch dimension of graphs and \(p\)-variation (Q852284) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- Computation of \(p\)-variation (Q1728110) (← links)
- Hausdorff dimension of the range and the graph of stable-like processes (Q1800507) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
