PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
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Publication:5497011
DOI10.1142/S0218348X05002775zbMATH Open1304.28010MaRDI QIDQ5497011FDOQ5497011
Publication date: 30 January 2015
Published in: Fractals (Search for Journal in Brave)
heavy tailsself-similaritylocal self-similaritymultifractional Brownian motionlinear fractional stable motionpath continuityHölder regularity
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80)
Cites Work
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Cited In (20)
- Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
- Linear multifractional stable motion: representation via Haar basis
- Linear multifractional stable motion: fine path properties
- On wavelet analysis of the \(n\)th order fractional Brownian motion
- Local times of linear multifractional stable sheets
- Tempered fractional multistable motion and tempered multifractional stable motion
- On moduli of continuity for local times of fractional stable processes
- How rich is the class of multifractional Brownian motions?
- Multi-operator scaling random fields
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos
- Sample path properties of fractional Riesz–Bessel field of variable order
- Goodness-of-fit test for multistable Lévy processes
- Statistical Estimation for a Class of Self‐Regulating Processes
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
- Stochastic 2-microlocal analysis
- Multifractional, multistable, and other processes with Prescribed local form
- Stochastic Volatility and Multifractional Brownian Motion
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
- A general framework for simulation of fractional fields
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