The following pages link to (Q4496048):
Displaying 10 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Multi-affine visible height correlation analysis for revealing rich structures of fractal time series (Q2098660) (← links)
- Power-Law Noises over General Spatial Domains and on Nonstandard Meshes (Q2945151) (← links)
- Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589) (← links)
- Series representation and simulation of multifractional Lévy motions (Q4464171) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
