The following pages link to Student processes (Q5694148):
Displaying 45 items.
- Spatial analysis of wave direction data using wrapped Gaussian processes (Q144889) (← links)
- Bayesian inference on the memory parameter for gamma-modulated regression models (Q296437) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- On the Wick theorem for mixtures of centered Gaussian distributions (Q847905) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- A class of Rényi information estimators for multidimensional densities (Q955135) (← links)
- On the density of the sum of two independent Student \(t\)-random vectors (Q979191) (← links)
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy (Q990884) (← links)
- Construction of non-Gaussian random fields with any given correlation structure (Q1007456) (← links)
- Scaling issues for risky asset modelling (Q1028545) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Selfdecomposability and selfsimilarity: a concise primer (Q1672921) (← links)
- Parameters of stochastic models for electroencephalogram data as biomarkers for child's neurodevelopment after cerebral malaria (Q1720150) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Fractional normal inverse Gaussian process (Q2276422) (← links)
- Alternative probabilistic representations of Barenblatt-type solutions (Q2309774) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels (Q2426362) (← links)
- A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153) (← links)
- Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions (Q2905359) (← links)
- Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895) (← links)
- Fractional Skellam processes with applications to finance (Q2939445) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- Vector Random Fields with Second-Order Moments or Second-Order Increments (Q3168701) (← links)
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- Fractional Discrete Processes: Compound and Mixed Poisson Representations (Q5416537) (← links)
- Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
- Vector Stochastic Processes with Pólya‐Type Correlation Structure (Q6064689) (← links)
- Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
