Pages that link to "Item:Q5895696"
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The following pages link to Correlation theory of processes with random stationary 𝑛th increments (Q5895696):
Displayed 31 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
- A note on processes with random stationary increments (Q467012) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Fractional motions (Q740796) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- Sampling and estimation problems for three dimensional spatial stationary and non stationary stochastic processes as encountered in the mineral industry (Q1253081) (← links)
- A class of second-order stationary random measures (Q1254773) (← links)
- Wavelet analysis and covariance structure of some classes of non-stationary processes (Q1581068) (← links)
- Intrinsic random functions on the sphere (Q1726835) (← links)
- Characterization of self-similar processes with stationary increments (Q1980443) (← links)
- Universal Poisson-process limits for general random walks (Q2151817) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- High dimension low sample size asymptotics of robust PCA (Q2259533) (← links)
- Harmonic statistics (Q2359294) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Interpolation of functionals of stochastic sequences with stationary increments (Q2923386) (← links)
- Minimax-robust filtering problem for stochastic sequences with stationary increments (Q2944758) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
- Universal spectral densities: white and flicker noises (Q3119939) (← links)
- Estimates of functionals constructed from random sequences with periodically stationary increments (Q3120620) (← links)
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) (← links)
- Observation time dependent mean first passage time of diffusion and subdiffusion processes (Q5135080) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Minimax interpolation of stochastic processes with stationary increments from observations with noise (Q5351668) (← links)
- Spectral design of anomalous diffusion (Q6095667) (← links)
- Power Brownian motion (Q6138892) (← links)
- Weird Brownian motion (Q6176501) (← links)