Pages that link to "Item:Q2840350"
From MaRDI portal
The following pages link to Analysis of Variations for Self-similar Processes (Q2840350):
Displaying 50 items.
- Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- Heat equation with general stochastic measure colored in time (Q341085) (← links)
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- Structure of the third moment of the generalized Rosenblatt distribution (Q467011) (← links)
- On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
- SPDE with generalized drift and fractional-type noise (Q520227) (← links)
- Rosenblatt Laplace motion (Q670530) (← links)
- The transport equation and zero quadratic variation processes (Q727466) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328) (← links)
- Bismut formula for a stochastic heat equation with fractional noise (Q1640947) (← links)
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
- Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes (Q1799750) (← links)
- Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
- An integral functional driven by fractional Brownian motion (Q2000147) (← links)
- Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- Oscillating Gaussian processes (Q2023470) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Pathwise analysis and parameter estimation for the stochastic Burgers equation (Q2037506) (← links)
- Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
- Anisotropic Gaussian random fields: criteria for hitting probabilities and applications (Q2068924) (← links)
- Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
- Stochastic integration with respect to fractional processes in Banach spaces (Q2076309) (← links)
- A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation (Q2158595) (← links)
- Stochastic parabolic equations with singular potentials (Q2162269) (← links)
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923) (← links)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
- Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- \(\mathbb{L}^p\)-solutions of deterministic and stochastic convective Brinkman-Forchheimer equations (Q2241288) (← links)
- Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation (Q2244399) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality (Q2316568) (← links)
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs (Q2320086) (← links)
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
- Recent developments on stochastic heat equation with additive fractional-colored noise (Q2347404) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
- Historical survey: the chronicles of fractional calculus (Q2396328) (← links)
