Pages that link to "Item:Q882907"
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The following pages link to A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907):
Displayed 4 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)