Singularity of Subfractional Brownian Motions with Different Hurst Indices
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Cites work
- Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 1495490 (Why is no real title available?)
- scientific article; zbMATH DE number 2168996 (Why is no real title available?)
- Singularity of Fractional Brownian Motions with Different Hurst Indices
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Statistical inference for fractional diffusion processes
- Stochastic analysis of the fractional Brownian motion
- Sub-fractional Brownian motion and its relation to occupation times
Cited in
(6)- Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
- scientific article; zbMATH DE number 7232747 (Why is no real title available?)
- Singularity among selfsimilar Gaussian random fields with different scaling parameters and others
- Singularity of generalized grey Brownian motions with different parameters
- Singularity of Fractional Brownian Motions with Different Hurst Indices
- Fractional processes and their statistical inference: an overview
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