On roughness indices for fractional fields
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Publication:1769780
DOI10.3150/BJ/1082380223zbMATH Open1062.60052OpenAlexW2051218098MaRDI QIDQ1769780FDOQ1769780
Authors: Albert Benassi, Serge Cohen, Jacques Istas 
Publication date: 30 March 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1082380223
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Cites Work
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- THE LOCAL STRUCTURE OF RANDOM PROCESSES
- Identifying the multifractional function of a Gaussian process
- On path properties of certain infinitely divisible processes
- Identification and properties of real harmonizable fractional Lévy motions
- Tangent fields and the local structure of random fields
- Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
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- Local self-similarity and the Hausdorff dimension
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments
- Zero-one laws for infinitely divisible probability measures on groups
Cited In (40)
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
- Fractional Lévy stable motion: finite difference iterative forecasting model
- Fractional Lévy processes as a result of compact interval integral transformation
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes
- A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
- On operator fractional Lévy motion: integral representations and time-reversibility
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence
- Measuring the roughness of random paths by increment ratios
- A minimal contrast estimator for the linear fractional stable motion
- Fractional Lévy processes with an application to long memory moving average processes
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
- Selfdecomposability of moving average fractional Lévy processes
- Poisson random balls: self-similarity and X-ray images
- Local scaling limits of Lévy driven fractional random fields
- 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
- Identification and properties of real harmonizable fractional Lévy motions
- Fields with exceptional tangent fields
- Power variations for fractional type infinitely divisible random fields
- Fractional stable random fields on the Sierpiński gasket
- Stochastic properties of the linear multifractional stable motion
- A unifying approach to fractional Lévy processes
- On limit theory for Lévy semi-stationary processes
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
- Ambit Fields: Survey and New Challenges
- Estimation of the linear fractional stable motion
- Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- Path properties of dilatively stable processes and singularity of their distributions
- On fractional tempered stable motion
- On limit theory for functionals of stationary increments Lévy driven moving averages
- Hausdorff and packing dimensions of the images of random fields
- A general framework for simulation of fractional fields
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
- Finite variation of fractional Lévy processes
- Lévy driven moving averages and semimartingales
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise
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