Pages that link to "Item:Q873606"

The following pages link to When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606):

Displaying 15 items.

• Mixed Gaussian processes: a filtering approach (Q317498) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
• Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
• Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
• Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• Spectral conditions for equivalence of Gaussian random fields with stationary increments (Q2631875) (← links)
• Conditional Full Support of Gaussian Processes with Stationary Increments (Q3014992) (← links)
• Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
• Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
• Singularity among selfsimilar Gaussian random fields with different scaling parameters and others (Q4634148) (← links)
• Persistence probabilities of mixed FBM and other mixed processes (Q5054703) (← links)
• Optimization of small deviation for mixed fractional Brownian motion with trend (Q5086459) (← links)
• Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)