Pages that link to "Item:Q4573282"
From MaRDI portal
The following pages link to Identification of the Multivariate Fractional Brownian Motion (Q4573282):
Displayed 7 items.
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)