| Publication | Date of Publication | Type |
|---|
Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option
Numerical Algorithms | 2024-01-09 | Paper |
Novel numerical techniques for the finite moment log stable computational model for European call option
Numerical Methods for Partial Differential Equations | 2023-12-14 | Paper |
Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem
Nonlinear Dynamics | 2023-09-13 | Paper |
Galerkin finite element method for a two-dimensional tempered time-space fractional diffusion equation with application to a Bloch-Torrey equation retaining Larmor precession
Mathematics and Computers in Simulation | 2023-06-23 | Paper |
Bulk viscosity in liquids and liquid disperse systems
Russian Physics Journal | 2023-03-17 | Paper |
A vertex-centred finite volume method for the 3D multi-term time and space fractional Bloch-Torrey equation with fractional Laplacian
Communications in Nonlinear Science and Numerical Simulation | 2022-08-03 | Paper |
An effective algorithm for computing fractional derivatives and application to fractional differential equations
| 2022-01-11 | Paper |
Matrix transfer technique for anomalous diffusion equation involving fractional Laplacian
Applied Numerical Mathematics | 2021-12-09 | Paper |
An investigation of radial basis functions for fractional derivatives and their applications
Computational Mechanics | 2021-11-18 | Paper |
A space-time finite element method for solving linear Riesz space fractional partial differential equations
Numerical Algorithms | 2021-08-24 | Paper |
A finite volume method for the two-dimensional time and space variable-order fractional Bloch-Torrey equation with variable coefficients on irregular domains
Computers & Mathematics with Applications | 2021-08-20 | Paper |
Multi-term time fractional diffusion equations and novel parameter estimation techniques for chloride ions sub-diffusion in reinforced concrete
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2021-06-20 | Paper |
A space-time spectral method for time-fractional Black-Scholes equation
Applied Numerical Mathematics | 2021-06-03 | Paper |
Numerical approximation of 2D multi-term time and space fractional Bloch-Torrey equations involving the fractional Laplacian
Journal of Computational and Applied Mathematics | 2021-04-23 | Paper |
A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions
Numerical Algorithms | 2021-04-07 | Paper |
From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum
Journal of Statistical Mechanics: Theory and Experiment | 2021-03-02 | Paper |
Finite difference/finite element method for two-dimensional time-space fractional Bloch-Torrey equations with variable coefficients on irregular convex domains
Computers & Mathematics with Applications | 2020-12-08 | Paper |
Multifractal analysis for core-periphery structure of complex networks
Journal of Statistical Mechanics: Theory and Experiment | 2020-11-09 | Paper |
Unstructured-mesh Galerkin finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equations on irregular convex domains
Computers & Mathematics with Applications | 2020-10-05 | Paper |
A fractional alternating-direction implicit method for a multi-term time-space fractional Bloch-Torrey equations in three dimensions
Computers & Mathematics with Applications | 2020-10-05 | Paper |
Multifractality and Laplace spectrum of horizontal visibility graphs constructed from fractional Brownian motions
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation
Journal of Theoretical Biology | 2020-07-09 | Paper |
Chaos game representation of protein sequences based on the detailed HP model and their multifractal and correlation analyses
Journal of Theoretical Biology | 2020-06-03 | Paper |
Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2020-03-26 | Paper |
A high-order spectral method for the multi-term time-fractional diffusion equations
Applied Mathematical Modelling | 2020-01-29 | Paper |
Analytical and numerical solutions of a multi-term time-fractional Burgers' fluid model
Applied Mathematics and Computation | 2019-11-29 | Paper |
On rate of convergence in non-central limit theorems
Bernoulli | 2019-09-25 | Paper |
Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay
Theory of Probability and Mathematical Statistics | 2019-08-21 | Paper |
On LSE in regression model for long-range dependent random fields on spheres
Statistics | 2019-08-13 | Paper |
Analytical and numerical solutions of a two‐dimensional multi‐term time‐fractional Oldroyd‐B model
Numerical Methods for Partial Differential Equations | 2019-07-25 | Paper |
A two-stage SVM method to predict membrane protein types by incorporating amino acid classifications and physicochemical properties into a general form of Chou's PseAAC
Journal of Theoretical Biology | 2019-05-15 | Paper |
Numerical methods and analysis for a multi-term time-space variable-order fractional advection-diffusion equations and applications
Journal of Computational and Applied Mathematics | 2019-03-26 | Paper |
Convergence and superconvergence of a fully-discrete scheme for multi-term time fractional diffusion equations
Computers & Mathematics with Applications | 2019-03-12 | Paper |
A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients
Computers & Mathematics with Applications | 2019-03-12 | Paper |
The unstructured mesh finite element method for the two-dimensional multi-term time-space fractional diffusion-wave equation on an irregular convex domain
Journal of Scientific Computing | 2018-12-13 | Paper |
A new fractional finite volume method for solving the fractional diffusion equation
Applied Mathematical Modelling | 2018-12-12 | Paper |
Multifractal analysis and topological properties of a new family of weighted Koch networks
Physica A | 2018-11-13 | Paper |
Prediction of protein structural classes by recurrence quantification analysis based on chaos game representation
Journal of Theoretical Biology | 2018-11-08 | Paper |
The analytical solution and numerical solutions for a two-dimensional multi-term time fractional diffusion and diffusion-wave equation
Journal of Computational and Applied Mathematics | 2018-10-10 | Paper |
Fractal and complex network analyses of protein molecular dynamics
Physica A | 2018-09-20 | Paper |
Numerical methods for the two-dimensional multi-term time-fractional diffusion equations
Computers & Mathematics with Applications | 2018-08-30 | Paper |
A numerical investigation of the time distributed-order diffusion model
ANZIAM Journal | 2018-05-08 | Paper |
Non-central limit theorems and convergence rates
Theory of Probability and Mathematical Statistics | 2018-03-09 | Paper |
Stochastic representation of fractional Bessel-Riesz motion
Chaos, Solitons and Fractals | 2017-11-13 | Paper |
Analytical solutions of multi-term time fractional differential equations and application to unsteady flows of generalized viscoelastic fluid
Computers & Mathematics with Applications | 2017-08-03 | Paper |
Fractional-in-time and multifractional-in-space stochastic partial differential equations
Fractional Calculus \ Applied Analysis | 2017-01-09 | Paper |
Space-time fractional stochastic equations on regular bounded open domains
Fractional Calculus \ Applied Analysis | 2016-12-14 | Paper |
A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain
Journal of Computational Physics | 2016-12-05 | Paper |
Determination of multifractal dimensions of complex networks by means of the sandbox algorithm
Chaos | 2016-09-21 | Paper |
An implicit numerical method of a new time distributed-order and two-sided space-fractional advection-dispersion equation
Numerical Algorithms | 2016-06-27 | Paper |
Galerkin finite element method and error analysis for the fractional cable equation
Numerical Algorithms | 2016-06-27 | Paper |
A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
Applied Mathematics and Computation | 2016-06-23 | Paper |
Numerical analysis of a new space-time variable fractional order advection-dispersion equation
Applied Mathematics and Computation | 2016-04-28 | Paper |
Least-squares estimation of multifractional random fields in a Hilbert-valued context
Journal of Optimization Theory and Applications | 2016-03-29 | Paper |
Numerical treatment for the fractional Fokker-Planck equation
The ANZIAM Journal | 2016-03-23 | Paper |
Implicit difference approximation of the Galilei invariant fractional advection diffusion equation
The ANZIAM Journal | 2016-03-23 | Paper |
A novel high order space-time spectral method for the time fractional Fokker-Planck equation
SIAM Journal on Scientific Computing | 2015-06-09 | Paper |
A Crank-Nicolson ADI spectral method for a two-dimensional Riesz space fractional nonlinear reaction-diffusion equation
SIAM Journal on Numerical Analysis | 2015-04-08 | Paper |
Numerical simulation of anomalous infiltration in porous media
Numerical Algorithms | 2015-03-23 | Paper |
On the rate of convergence to Rosenblatt-type distribution
Journal of Mathematical Analysis and Applications | 2015-01-16 | Paper |
A characteristic difference method for the variable-order fractional advection-diffusion equation
Journal of Applied Mathematics and Computing | 2014-08-05 | Paper |
A novel numerical approximation for the space fractional advection-dispersion equation
IMA Journal of Applied Mathematics | 2014-08-05 | Paper |
Numerical techniques for the variable-order time fractional diffusion equation
Applied Mathematics and Computation | 2013-12-23 | Paper |
Heterogeneous spatial dynamical regression in a Hilbert-valued context
Stochastic Analysis and Applications | 2013-06-24 | Paper |
Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
Stochastic Analysis and Applications | 2013-06-24 | Paper |
Macroscaling limit theorems for filtered spatiotemporal random fields
Stochastic Analysis and Applications | 2013-06-24 | Paper |
Random fields with multifractional regularity order on heterogenous fractal domains
Stochastic Analysis and Applications | 2012-11-09 | Paper |
Prediction of fractional processes with long-range dependence
Hokkaido Mathematical Journal | 2012-06-29 | Paper |
An infinite-dimensional fractional linear quadratic regulator problem
Stochastic Analysis and Applications | 2012-04-18 | Paper |
Numerical methods for solving a two-dimensional variable-order anomalous subdiffusion equation
Mathematics of Computation | 2012-02-17 | Paper |
Numerical methods with fourth-order spatial accuracy for variable-order nonlinear Stokes first problem for a heated generalized second grade fluid
Computers & Mathematics with Applications | 2011-12-18 | Paper |
Finite element approximation for a modified anomalous subdiffusion equation
Applied Mathematical Modelling | 2011-09-18 | Paper |
An approximate solution for the Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivative model using the Adomian decomposition method
Journal of Algorithms & Computational Technology | 2011-09-15 | Paper |
Numerical schemes with high spatial accuracy for a variable-order anomalous subdiffusion equation
SIAM Journal on Scientific Computing | 2011-05-17 | Paper |
A novel implicit finite difference method for the one-dimensional fractional percolation equation
Numerical Algorithms | 2011-04-08 | Paper |
Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
Numerical Algorithms | 2011-03-31 | Paper |
Numerical simulation for the variable-order Galilei invariant advection diffusion equation with a nonlinear source term
Applied Mathematics and Computation | 2011-03-08 | Paper |
Multifractional Markov processes in heterogeneous domains
Stochastic Analysis and Applications | 2011-03-08 | Paper |
Regularity of backward stochastic Volterra integral equations in Hilbert spaces
Stochastic Analysis and Applications | 2011-03-08 | Paper |
Multifractal scaling of products of birth-death processes
Bernoulli | 2010-11-15 | Paper |
Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
Applied Mathematics and Computation | 2010-09-01 | Paper |
Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term
SIAM Journal on Numerical Analysis | 2010-07-13 | Paper |
Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium
Applied Mathematics and Computation | 2010-07-13 | Paper |
Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation
Numerical Algorithms | 2010-05-19 | Paper |
Simulation of multifractal products of Ornstein-Uhlenbeck type processes
Nonlinearity | 2010-05-06 | Paper |
Stability and convergence of an implicit numerical method for the nonlinear fractional reaction-subdiffusion process
IMA Journal of Applied Mathematics | 2010-04-07 | Paper |
Numerical simulation for the 3D seepage flow with fractional derivatives in porous media
IMA Journal of Applied Mathematics | 2009-09-13 | Paper |
Multifractality in space-time statistical models
Stochastic Environmental Research and Risk Assessment | 2009-09-02 | Paper |
THE FUNDAMENTAL AND NUMERICAL SOLUTIONS OF THE RIESZ SPACE-FRACTIONAL REACTION–DISPERSION EQUATION
The ANZIAM Journal | 2009-07-29 | Paper |
Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation
Applied Mathematics and Computation | 2009-06-24 | Paper |
Multifractal Products of Stationary Diffusion Processes
Stochastic Analysis and Applications | 2009-06-17 | Paper |
New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
SIAM Journal on Numerical Analysis | 2009-04-30 | Paper |
Solving linear and non-linear space-time fractional reaction-diffusion equations by the Adomian decomposition method
International Journal for Numerical Methods in Engineering | 2009-04-23 | Paper |
A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation
Journal of Applied Mathematics and Stochastic Analysis | 2009-04-01 | Paper |
The fundamental solution and numerical solution of the Riesz fractional advection-dispersion equation
IMA Journal of Applied Mathematics | 2009-03-11 | Paper |
Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market
Stochastic Analysis and Applications | 2009-03-03 | Paper |
Log-Euler's gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes
| 2009-02-24 | Paper |
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
Advances in Applied Probability | 2009-02-16 | Paper |
Diffusion on multifractals
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
Stochastic Volterra integral equations in Hilbert space
| 2009-01-28 | Paper |
Numerical analysis of the Rayleigh-Stokes problem for a heated generalized second-grade fluid with fractional derivatives
Applied Mathematics and Computation | 2009-01-14 | Paper |
A Fourier method and an extrapolation technique for Stokes' first problem for a heated generalized second-grade fluid with fractional derivative
Journal of Computational and Applied Mathematics | 2009-01-07 | Paper |
Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order
Journal of Applied Mathematics and Computing | 2008-10-21 | Paper |
Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
Statistics & Probability Letters | 2008-09-12 | Paper |
Analytical solution for the time-fractional telegraph equation by the method of separating variables
Journal of Mathematical Analysis and Applications | 2008-03-05 | Paper |
Numerical approximation of a fractional-in space diffusion equation. II. With nonhomogeneous boundary conditions
| 2008-02-05 | Paper |
A Fourier method for the fractional diffusion equation describing sub-diffusion
Journal of Computational Physics | 2007-12-18 | Paper |
scientific article; zbMATH DE number 5213876 (Why is no real title available?)
| 2007-11-22 | Paper |
Prediction of Fractional Brownian Motion-Type Processes
Stochastic Analysis and Applications | 2007-06-27 | Paper |
Statistical inference using higher-order information
Journal of Multivariate Analysis | 2007-06-26 | Paper |
scientific article; zbMATH DE number 5159151 (Why is no real title available?)
| 2007-05-29 | Paper |
Minimum contrast estimation of random processes based on information of second and third orders
Journal of Statistical Planning and Inference | 2007-03-27 | Paper |
Binary market models with memory
Statistics & Probability Letters | 2007-03-15 | Paper |
scientific article; zbMATH DE number 5123328 (Why is no real title available?)
| 2007-02-08 | Paper |
Detailed analysis of a conservative difference approximation for the time fractional diffusion equation
Journal of Applied Mathematics and Computing | 2007-01-29 | Paper |
A finite volume simulation model for saturated--unsaturated flow and application to Gooburrum, Bundaberg, Queensland, Australia
Applied Mathematical Modelling | 2006-09-25 | Paper |
Similarity solutions for solute transport in fractal porous media using a time- and scale-dependent dispersivity
Applied Mathematical Modelling | 2006-09-25 | Paper |
Linear filtering of systems with memory and application to finance
Journal of Applied Mathematics and Stochastic Analysis | 2006-08-28 | Paper |
Spectral properties of Burgers and KPZ turbulence
Journal of Statistical Physics | 2006-06-26 | Paper |
Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains
Stochastic Analysis and Applications | 2006-03-14 | Paper |
scientific article; zbMATH DE number 2246647 (Why is no real title available?)
| 2006-01-13 | Paper |
scientific article; zbMATH DE number 2232753 (Why is no real title available?)
| 2005-11-25 | Paper |
Estimation and Simulation of the Riesz-Bessel Distribution
Communications in Statistics: Theory and Methods | 2005-10-17 | Paper |
Fractional kinetic equations driven by Gaussian or infinitely divisible noise
Advances in Applied Probability | 2005-09-29 | Paper |
scientific article; zbMATH DE number 2208465 (Why is no real title available?)
| 2005-09-27 | Paper |
scientific article; zbMATH DE number 2175072 (Why is no real title available?)
| 2005-06-10 | Paper |
Financial Markets with Memory I: Dynamic Models
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-15 | Paper |
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Prediction of fractional Brownian motion with Hurst index less than 1/2
Bulletin of the Australian Mathematical Society | 2005-01-31 | Paper |
Fractional Generalized Random Fields of Variable Order
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Scaling limit solution of a fractional Burgers equation.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
On semilinear stochastic fractional differential equations of Volterra type
Random Operators and Stochastic Equations | 2004-11-24 | Paper |
The Riesz-Bessel fractional diffusion equation
Applied Mathematics and Optimization | 2004-10-28 | Paper |
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
Journal of Applied Probability | 2004-10-25 | Paper |
FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-10-25 | Paper |
On a class of minimum contrast estimators for fractional stochastic processes and fields
Journal of Statistical Planning and Inference | 2004-10-04 | Paper |
Stochastic Models of Porosity in Heterogeneous Aquifers
Systems Analysis Modelling Simulation | 2004-05-27 | Paper |
A fractional stochastic evolution equation driven by fractional Brownian motion
Monte Carlo Methods and Applications | 2004-05-18 | Paper |
Time fractional advection-dispersion equation
Journal of Applied Mathematics and Computing | 2004-05-18 | Paper |
Numerical solution of the space fractional Fokker-Planck equation.
Journal of Computational and Applied Mathematics | 2004-03-29 | Paper |
Fractional differential equations driven by Lévy noise
Journal of Applied Mathematics and Stochastic Analysis | 2003-11-10 | Paper |
The genomic tree of living organisms based on a fractal model
Physics Letters. A | 2003-10-05 | Paper |
Harmonic analysis of random fractional diffusion-wave equations.
Applied Mathematics and Computation | 2003-09-15 | Paper |
scientific article; zbMATH DE number 1874583 (Why is no real title available?)
| 2003-07-31 | Paper |
Dynamic models of long-memory processes driven by Lévy noise
Journal of Applied Probability | 2003-07-27 | Paper |
Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
Journal of Multivariate Analysis | 2003-06-09 | Paper |
Higher-order spectral densities of fractional random fields
Journal of Statistical Physics | 2003-05-11 | Paper |
A two-dimensional finite volume method for transient simulation of time- and scale-dependent transport in heterogeneous aquifer systems.
Journal of Applied Mathematics and Computing | 2003-05-08 | Paper |
Fractional Generalized Random Fields on Bounded Domains
Stochastic Analysis and Applications | 2003-03-25 | Paper |
Renormalization and homogenization of fractional diffusion equations with random data
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-03-18 | Paper |
scientific article; zbMATH DE number 1862951 (Why is no real title available?)
| 2003-02-03 | Paper |
Hausdorff dimension of random fractals with overlaps
Bulletin of the Australian Mathematical Society | 2003-01-14 | Paper |
scientific article; zbMATH DE number 1779713 (Why is no real title available?)
| 2003-01-13 | Paper |
DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS
Stochastic Analysis and Applications | 2003-01-01 | Paper |
Stochastic fractional-order differential models with fractal boundary conditions
Statistics & Probability Letters | 2002-07-10 | Paper |
Semiparametric approximation methods in multivariate model selection
Journal of Complexity | 2002-07-02 | Paper |
Fractional diffusion and fractional heat equation
Advances in Applied Probability | 2002-05-29 | Paper |
Least squares estimation of regression coefficients of singular random fields observed on a sphere
Mathematical Communications | 2002-05-23 | Paper |
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
Journal of Applied Mathematics and Stochastic Analysis | 2002-04-21 | Paper |
Multifractal characterization of complete genomes
Journal of Physics A: Mathematical and General | 2002-01-27 | Paper |
Time series model based on global structure of complete genome
Chaos, Solitons and Fractals | 2002-01-03 | Paper |
Spectral analysis of fractional kinetic equations with random data.
Journal of Statistical Physics | 2002-01-02 | Paper |
Parameter estimation of stochastic process with long-range dependence and intermittency
Journal of Time Series Analysis | 2001-12-12 | Paper |
Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2001-10-04 | Paper |
A central limit theorem for a random quadratic form of strictly stationary processes
Statistics & Probability Letters | 2001-10-02 | Paper |
Semimartingale representation of fractional Riesz-Bessel motion
Finance and Stochastics | 2001-09-16 | Paper |
The Wiener-Hopf integral equation for fractional Riesz-Bessel motion
The ANZIAM Journal | 2001-06-17 | Paper |
Scaling laws for fractional diffusion-wave equations with singular data
Statistics & Probability Letters | 2001-02-14 | Paper |
Stochastic models for fractal processes
Journal of Statistical Planning and Inference | 2001-01-29 | Paper |
Covariance factorisation and abstract representation of generalised random fields
Bulletin of the Australian Mathematical Society | 2000-12-20 | Paper |
Stochastic analysis of fractional Riesz-Bessel motion
Random Operators and Stochastic Equations | 2000-11-27 | Paper |
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
Random Operators and Stochastic Equations | 2000-10-11 | Paper |
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
Monte Carlo Methods and Applications | 2000-08-21 | Paper |
A parabolic stochastic differential equation with fractional Brownian motion input
Statistics & Probability Letters | 2000-06-07 | Paper |
Linear filtering with fractional Brownian motion in the signal and observation processes
Journal of Applied Mathematics and Stochastic Analysis | 2000-01-31 | Paper |
Estimation and filtering of fractional generalised random fields.
Journal of the Australian Mathematical Society. Series A | 2000-01-01 | Paper |
Existence and uniqueness theorems for fBm stochastic differential equations
Problems of Information Transmission | 1999-11-14 | Paper |
Approximation of stochastic differential equations with modified fractional Brownian motion
Zeitschrift für Analysis und ihre Anwendungen | 1999-10-03 | Paper |
Nonlinear filtering with fractional Brownian motion
Problems of Information Transmission | 1999-09-15 | Paper |
Estimated Generalized Least Squares for Random Coefficient Regression Models
Scandinavian Journal of Statistics | 1999-08-10 | Paper |
Linear filtering with fractional brownian motion
Stochastic Analysis and Applications | 1999-01-21 | Paper |
Possible long-range dependence in fractional random fields.
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
Semiparametric regression under long-range dependent errors.
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
Strong convergence of stochastic taylor expansions of two-parameter random fields
Stochastic Analysis and Applications | 1998-05-04 | Paper |
scientific article; zbMATH DE number 1031446 (Why is no real title available?)
| 1998-01-07 | Paper |
MULTIFRACTAL DESCRIPTION OF NATURAL SCENES
Fractals | 1997-09-24 | Paper |
Nonlinear filtering of a system of logistic equations
Bulletin of the Australian Mathematical Society | 1997-08-07 | Paper |
Riemann function approach to unbiased filtering and prediction
Journal of Mathematical Analysis and Applications | 1995-08-16 | Paper |
Parameter estimation of random fields with long-range dependence
Mathematical and Computer Modelling | 1995-07-17 | Paper |
ESTIMATION OF SPATIAL ARMA MODELS
Australian Journal of Statistics | 1993-06-29 | Paper |
ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS
Journal of Time Series Analysis | 1993-06-29 | Paper |
scientific article; zbMATH DE number 85786 (Why is no real title available?)
| 1993-01-06 | Paper |
Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1992-09-27 | Paper |
Unbiased Wiener filtering: Nonstationary processes
Signal Processing | 1992-06-27 | Paper |
Markovian representation and prediction of stochastic processes with time-varying rational spectrum
Signal Processing | 1992-06-27 | Paper |
Covariance function and ergodicity of asymptotically stationary random fields
Bulletin of the Australian Mathematical Society | 1991-01-01 | Paper |
SPECTRAL REPRESENTATION AND ERGODICITY OF ASYMPTOTICALLY STATIONARY PROCESSES
Australian Journal of Statistics | 1991-01-01 | Paper |
Starlike functions with a fixed coefficient
Bulletin of the Australian Mathematical Society | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4107157 (Why is no real title available?)
| 1989-01-01 | Paper |
ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS
Australian Journal of Statistics | 1988-01-01 | Paper |
Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
Stochastic Processes and their Applications | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4073368 (Why is no real title available?)
| 1988-01-01 | Paper |
Extremal problems for functions of positive real part with a constraint and applications
Journal of Mathematical Analysis and Applications | 1987-01-01 | Paper |
K-Fold symmetric starlike univalent functions
Bulletin of the Australian Mathematical Society | 1985-01-01 | Paper |
Estimated Generalized Least Squares for a Heteroscedastic Regression Model
Australian Journal of Statistics | 1982-01-01 | Paper |
