Pages that link to "Item:Q1879522"
From MaRDI portal
The following pages link to Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522):
Displaying 5 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Filtered Brownian motions as weak limit of filtered Poisson processes (Q1781188) (← links)
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)