The following pages link to (Q4407624):
Displayed 12 items.
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Random sampling of long-memory stationary processes (Q2266882) (← links)
- A comparison between several adjustment models to simulated teletraffic data (Q2455416) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Wavelet-based simulation of fractional Brownian motion revisited (Q2484415) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595) (← links)