Pages that link to "Item:Q5719311"

The following pages link to SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311):

Displayed 22 items.

• Tempered fractional stable motion (Q300298) ‎ (← links)
• Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) ‎ (← links)
• Generalized fractional Laplace motion (Q514123) ‎ (← links)
• Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) ‎ (← links)
• Fractional motions (Q740796) ‎ (← links)
• A general framework for simulation of fractional fields (Q947149) ‎ (← links)
• Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) ‎ (← links)
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) ‎ (← links)
• An estimation of the stability and the localisability functions of multistable processes (Q1951150) ‎ (← links)
• Linear multifractional stable motion: representation via Haar basis (Q2253859) ‎ (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) ‎ (← links)
• Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) ‎ (← links)
• Fourier series approximation of linear fractional stable motion (Q2483006) ‎ (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) ‎ (← links)
• Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) ‎ (← links)
• Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) ‎ (← links)
• Wavelet-based confidence intervals for the self-similarity parameter (Q3615036) ‎ (← links)
• A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION (Q3637997) ‎ (← links)
• APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q3649578) ‎ (← links)
• Localizable Moving Average Symmetric Stable and Multistable Processes (Q3653125) ‎ (← links)
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) ‎ (← links)
• Simulation of Infinitely Divisible Random Fields (Q5299818) ‎ (← links)