Pages that link to "Item:Q3816007"
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The following pages link to Signal detection in fractional Gaussian noise (Q3816007):
Displaying 23 items.
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- On the characteristics of a class of Gaussian processes within the white noise space setting (Q981013) (← links)
- Singularity spectra of fractional Brownian motions as a multi-fractal (Q1432950) (← links)
- Representation of \(1/f\) signal with wavelet bases. (Q1589781) (← links)
- Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- Revisiting fractional Gaussian noise (Q2157935) (← links)
- Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
- On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions (Q2475277) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos (Q3158176) (← links)
- Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
- Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Processes (Q3841493) (← links)
- Nonlinear Filtering with Fractional Brownian Motion Noise (Q4678745) (← links)
- Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562) (← links)
- Persistence probabilities of mixed FBM and other mixed processes (Q5054703) (← links)
- Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics (Q5081090) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- Deconvolution of fractional brownian motion (Q5467632) (← links)
- Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
