Pages that link to "Item:Q961404"
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The following pages link to Type I and type II fractional Brownian motions: a reconsideration (Q961404):
Displayed 7 items.
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Simulation of sub-Gaussian processes using wavelets (Q3094133) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Regulated fractionally integrated processes (Q5397975) (← links)