On roughness indices for fractional fields
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Publication:1769780
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Cites work
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 3306391 (Why is no real title available?)
- scientific article; zbMATH DE number 3036575 (Why is no real title available?)
- Cramèr-Rao bounds for fractional Brownian motions
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments
- Fractional Brownian Motions, Fractional Noises and Applications
- Identification and properties of real harmonizable fractional Lévy motions
- Identifying the multifractional function of a Gaussian process
- Local self-similarity and the Hausdorff dimension
- On path properties of certain infinitely divisible processes
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
- THE LOCAL STRUCTURE OF RANDOM PROCESSES
- Tangent fields and the local structure of random fields
- Zero-one laws for infinitely divisible probability measures on groups
Cited in
(40)- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
- On operator fractional Lévy motion: integral representations and time-reversibility
- Path properties of dilatively stable processes and singularity of their distributions
- Power variations for fractional type infinitely divisible random fields
- Fractional Lévy processes as a result of compact interval integral transformation
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes
- Fractional Lévy stable motion: finite difference iterative forecasting model
- Hausdorff and packing dimensions of the images of random fields
- A general framework for simulation of fractional fields
- Fractional Lévy fields
- A unifying approach to fractional Lévy processes
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
- A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
- Finite variation of fractional Lévy processes
- 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
- Ambit fields: survey and new challenges
- Estimation of the linear fractional stable motion
- On limit theory for Lévy semi-stationary processes
- Local scaling limits of Lévy driven fractional random fields
- Asymptotic behaviour of the distribution density of the fractional Lévy motion
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
- Lévy driven moving averages and semimartingales
- Identification and properties of real harmonizable fractional Lévy motions
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- On fractional tempered stable motion
- Measuring the roughness of random paths by increment ratios
- Selfdecomposability of moving average fractional Lévy processes
- Poisson random balls: self-similarity and X-ray images
- A minimal contrast estimator for the linear fractional stable motion
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise
- Fields with exceptional tangent fields
- Fractional stable random fields on the Sierpiński gasket
- On limit theory for functionals of stationary increments Lévy driven moving averages
- A least squares estimator for Lévy-driven moving averages based on discrete time observations
- Stochastic properties of the linear multifractional stable motion
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