Stochastic analysis of mixed fractional Gaussian processes
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(23)- scientific article; zbMATH DE number 1001922 (Why is no real title available?)
- Fractional processes and their statistical inference: an overview
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
- Sojourn times of Gaussian processes with trend
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
- Stochastic analysis for Gaussian random processes and fields: with applications
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- Gaussian Volterra processes with power-type kernels. I
- Stable non-Gaussian self-similar processes with stationary increments
- Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
- Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- Parameter estimation in mixed fractional stochastic heat equation
- More on maximal inequalities for sub-fractional Brownian motion
- Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
- Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises
- From rough to multifractal volatility: the log S-fBm model
- Brownian motion, the Fredholm determinant, and time series analysis
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
- Maximum likelihood estimation for sub-fractional Vasicek model
- The sub-fractional CEV model
- Editorial
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