Pages that link to "Item:Q2787476"
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The following pages link to An extension of bifractional Brownian motion (Q2787476):
Displaying 14 items.
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
- Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Bifractional Brownian motion: existence and border cases (Q2786503) (← links)
- A Probabilistic Inequality Related to Negative Definite Functions (Q2840331) (← links)
- On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
- On the Besov regularity of the bifractional Brownian motion (Q5029386) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Bifractional Brownian motions on metric spaces (Q6556238) (← links)
