A representation for self-similar processes
From MaRDI portal
Cites work
- Fractional Brownian Motions, Fractional Noises and Applications
- Gaussian and their subordinates self-similar random generalized fields
- Geometry of differential space
- scientific article; zbMATH DE number 3171470 (Why is no real title available?)
- scientific article; zbMATH DE number 3567706 (Why is no real title available?)
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Multiple Wiener integral
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(30)- Gaussian stochastic processes
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
- Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Stationary self-similar random fields on the integer lattice.
- Variations and Hurst index estimation for a Rosenblatt process using longer filters
- Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
- Long-range dependence and Appell rank
- Universality for persistence exponents of local times of self-similar processes with stationary increments
- Functional limit theorems for generalized variations of the fractional Brownian sheet
- Maximum-likelihood estimators and random walks in long memory models
- High level sojourns for strongly dependent Gaussian processes
- Limit theorems for non-linear functionals of Gaussian sequences
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
- A strong convergence to the Rosenblatt process
- Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
- Convergence of integrated processes of arbitrary Hermite rank
- Operator-Self-Similar Processes in a Finite-Dimensional Space
- Robust discrimination between long-range dependence and a change in mean
- pth moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses
- Limit theorems for filtered long-range dependent random fields
- Option pricing under fast-varying long-memory stochastic volatility
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
- A class of self-similar processes indexed by R+×Cbn+1(R+)
- Modified wavelet variation for the Hermite processes
- Minimum L 1 -norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
- Numerical simulation of generalized Hermite processes
- Nonparametric estimation for stochastic differential equations driven by Hermite processes with random effects
- Self-similar random fields
This page was built for publication: A representation for self-similar processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1244743)
