Pages that link to "Item:Q3633141"

The following pages link to Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141):

Displaying 22 items.

• Approximation of the Rosenblatt sheet (Q305890) (← links)
• An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
• A weak convergence to Hermite process by martingale differences (Q471627) (← links)
• On strong causal binomial approximation for stochastic processes (Q478653) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
• Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
• Rosenblatt Laplace motion (Q670530) (← links)
• Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
• A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
• Donsker type theorem for fractional Poisson process (Q2322591) (← links)
• Weak convergence to Rosenblatt sheet (Q2355255) (← links)
• An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Random walks and subfractional Brownian motion (Q2815969) (← links)
• Properties of trajectories of a multifractional Rosenblatt process (Q2890730) (← links)
• Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
• BINARY MARKETS UNDER TRANSACTION COSTS (Q3191836) (← links)
• Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
• PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
• The overdamped generalized Langevin equation with Hermite noise (Q6073784) (← links)
• Fractal dimensions of the Rosenblatt process (Q6157011) (← links)