Pages that link to "Item:Q5419689"

The following pages link to An Approximation of Subfractional Brownian Motion (Q5419689):

Displaying 11 items.

• Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
• A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← links)
• Stochastic heat equation and martingale differences (Q2979946) (← links)
• Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)