scientific article; zbMATH DE number 1808203
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Publication:3149666
zbMATH Open1008.60003MaRDI QIDQ3149666FDOQ3149666
Authors: Paul Embrechts, M. Maejima 
Publication date: 26 September 2002
Title of this publication is not available (Why is that?)
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- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
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- Operator scaling stable random fields
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- Benoît Mandelbrot and fractional Brownian motion
- Wavelet-based simulation of fractional Brownian motion revisited
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
- Long range dependence in financial markets
- Stochastic integration for tempered fractional Brownian motion
- A class of asymptotically self-similar stable processes with stationary increments
- Infinite divisibility for stochastic processes and time change
- An approximation to the Rosenblatt process using martingale differences
- Functional quantization rate and mean regularity of processes with an application to Lévy processes
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- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
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- Maxima of continuous-time stationary stable processes
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- On fractional Lévy processes: tempering, sample path properties and stochastic integration
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