scientific article; zbMATH DE number 97775

MaRDI QIDQ4022208zbMATH OpenFDO

Authors Marie-Claude Viano, Georges Oppenheim, Claude Deniau

Publication date 17 January 1993

zbMATH Keywords

continuous time stationary processesfractional Brownian familysample paths local properties

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 663679
• On a class of time-fractional continuous-state branching processes
• ON GENERALIZED FRACTIONAL PROCESSES
• Fractional {O}rnstein-{U}hlenbeck processes
• scientific article; zbMATH DE number 954436
• A class of fractional stochastic differential equations
• A fractional Hawkes process. II: Further characterization of the process
• Discrete-space time-fractional processes
• Continuous-time fractional ARMA processes

Cited in

(8)

• Rational wavelet decompositions of transfer functions in Hardy-Sobolev classes
• Long memory continuous time models
• A Class of Antipersistent Processes
• scientific article; zbMATH DE number 663679 (Why is no real title available?)
• Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
• Long-memory continuous-time correlation models
• Fractional iterated Ornstein-Uhlenbeck processes
• On continuous-time autoregressive fractionally integrated moving average processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4022208)