The following pages link to SimEstFBM (Q38097):
Displayed 44 items.
- Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. (Q1780711) (← links)
- An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
- Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Fast and exact synthesis of some operator scaling Gaussian random fields (Q2278459) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Numerics for the fractional Langevin equation driven by the fractional Brownian motion (Q2347296) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Data driven sampling of oscillating signals (Q2817274) (← links)
- A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149) (← links)
- Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
- Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111) (← links)
- Series representation and simulation of multifractional Lévy motions (Q4464171) (← links)
- Identification of the Multivariate Fractional Brownian Motion (Q4573282) (← links)
- On a fractional stochastic Hodgkin–Huxley model (Q4578260) (← links)
- Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (Q4632685) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- A fast algorithm for simulation of rough volatility models (Q5072905) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141) (← links)