Wavelet-based synthesis of the Rosenblatt process
From MaRDI portal
(Redirected from Publication:1031285)
Recommendations
- Wavelet-type expansion of the Rosenblatt process
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
- Wavelet-based simulation of fractional Brownian motion revisited
- scientific article; zbMATH DE number 1862962
- The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
Cited in
(25)- Analysis and synthesis of \(1/f\) processes via Shannon wavelets
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
- Weak convergence to Rosenblatt sheet
- Lower bound for local oscillations of Hermite processes
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
- OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP
- Approximate controllability of non-instantaneous impulsive stochastic integrodifferential equations driven by Rosenblatt process via resolvent operators
- Wavelet-type expansion of the Rosenblatt process
- Approximation of the Rosenblatt sheet
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- The overdamped generalized Langevin equation with Hermite noise
- Analysis of the rosenblatt process
- A multiplicative wavelet-based model for simulation of a random process
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
- Existence, global attracting sets and exponential decay of solution to stochastic functional integro-differential equations driven by Rosenblatt process
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
- Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- A stochastic calculus for Rosenblatt processes
- On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process
- Rosenblatt Laplace motion
- Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
This page was built for publication: Wavelet-based synthesis of the Rosenblatt process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1031285)
