Pages that link to "Item:Q1244743"

The following pages link to A representation for self-similar processes (Q1244743):

Displaying 25 items.

• Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• A strong convergence to the Rosenblatt process (Q412475) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Self-similar random fields (Q792005) (← links)
• Gaussian stochastic processes (Q1052741) (← links)
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals (Q1056986) (← links)
• Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables (Q1172870) (← links)
• Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427) (← links)
• Stationary self-similar random fields on the integer lattice. (Q1879508) (← links)
• Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
• Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay (Q2066930) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• Long-range dependence and Appell rank (Q2478197) (← links)
• Universality for persistence exponents of local times of self-similar processes with stationary increments (Q2677008) (← links)
• Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
• High level sojourns for strongly dependent Gaussian processes (Q3854370) (← links)
• Limit theorems for non-linear functionals of Gaussian sequences (Q3888241) (← links)
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables (Q4169998) (← links)
• Convergence of integrated processes of arbitrary Hermite rank (Q4181029) (← links)
• Operator-Self-Similar Processes in a Finite-Dimensional Space (Q4746593) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• <i>p^th</i> Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses (Q5086531) (← links)
• Limit theorems for filtered long-range dependent random fields (Q5086532) (← links)
• Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)