Pages that link to "Item:Q5419689"
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The following pages link to An Approximation of Subfractional Brownian Motion (Q5419689):
Displayed 11 items.
- Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
- A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← links)
- Stochastic heat equation and martingale differences (Q2979946) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)