Pages that link to "Item:Q2574026"
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The following pages link to Multifractional processes with random exponent (Q2574026):
Displaying 25 items.
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Some sample path properties of multifractional Brownian motion (Q492954) (← links)
- Continuous Gaussian multifractional processes with random pointwise Hölder regularity (Q742104) (← links)
- On mean square displacement behaviors of anomalous diffusions with variable and random orders (Q763938) (← links)
- Multifractality of jump diffusion processes (Q1633915) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times (Q1944668) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Linear multifractional stable motion: fine path properties (Q2256075) (← links)
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter (Q2258830) (← links)
- Stochastic 2-microlocal analysis (Q2389231) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Moving average multifractional processes with random exponent: lower bounds for local oscillations (Q2668496) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos (Q5230206) (← links)
- Statistical Estimation for a Class of Self‐Regulating Processes (Q5251490) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Multifractional Hermite processes: definition and first properties (Q6056578) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)
