Pages that link to "Item:Q1017090"

The following pages link to Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs (Q1017090):

Displaying 35 items.

• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
• Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
• Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
• A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
• Large deviations in testing fractional Ornstein-Uhlenbeck models (Q928961) (← links)
• Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
• Fractal time series -- A tutorial review (Q966330) (← links)
• On the supremum of certain families of stochastic processes (Q973167) (← links)
• Central limit theorems for double Poisson integrals (Q1002551) (← links)
• Intermittency of trawl processes (Q1640960) (← links)
• Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
• Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
• Limit theorems for integrated trawl processes with symmetric Lévy bases (Q2024500) (← links)
• On some local asymptotic properties of sequences with a random index (Q2227906) (← links)
• The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
• A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process (Q2402583) (← links)
• Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356) (← links)
• Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
• Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH (Q3426804) (← links)
• Maximal Inequalities for Fractional Lévy and Related Processes (Q3448336) (← links)
• Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776) (← links)
• Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
• Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
• Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274) (← links)
• A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
• Small ball probabilities for stable convolutions (Q5429607) (← links)
• Simulation methods and error analysis for trawl processes and ambit fields (Q6089636) (← links)
• Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
• Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process (Q6554578) (← links)
• Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
• Markov infinitely-divisible stationary time-reversible integer-valued processes (Q6648805) (← links)
• Set-valued stochastic integrals for convoluted Lévy processes (Q6671628) (← links)