Identification and properties of real harmonizable fractional Lévy motions
From MaRDI portal
Publication:1611565
zbMATH Open1005.60052MaRDI QIDQ1611565FDOQ1611565
Authors: Albert Benassi, Serge Cohen, Jacques Istas
Publication date: 13 February 2003
Published in: Bernoulli (Search for Journal in Brave)
Recommendations
Cited In (37)
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
- Fractional Lévy stable motion: finite difference iterative forecasting model
- Local Detection Of Defects From Image Sequences
- On roughness indices for fractional fields
- Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk
- On operator fractional Lévy motion: integral representations and time-reversibility
- Invariance principle, multifractional Gaussian processes and long-range dependence
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- A general approach to sample path generation of infinitely divisible processes via shot noise representation
- Properties of integrals with respect to fractional Poisson processes with compact kernels
- Hurst exponent estimation of fractional Lévy motion
- Real harmonizable multifractional stable process and its local properties
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- Fractional Lévy fields
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
- Fractional stable random fields on the Sierpiński gasket
- Stochastic properties of the linear multifractional stable motion
- Series representation and simulation of multifractional Lévy motions
- LASS: a tool for the local analysis of self-similarity
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
- Weak convergence to isotropic complex \(S\alpha S\) random measure
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
- Quadratic variations of spherical fractional Brownian motions
- On fractional tempered stable motion
- Local self-similarity and the Hausdorff dimension
- Small and large scale asymptotics of some Lévy stochastic integrals
- Simulation of a local time fractional stable motion
- Aggregation of network traffic and anisotropic scaling of random fields
- Real harmonizable multifractional Lévy motions
- Hausdorff and packing dimensions of the images of random fields
- A general framework for simulation of fractional fields
- From Hermite Polynomials to Multifractional Processes
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
- Finite variation of fractional Lévy processes
This page was built for publication: Identification and properties of real harmonizable fractional Lévy motions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1611565)