The following pages link to (Q4407596):
Displayed 50 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Central and non-central limit theorems in a free probability setting (Q457102) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- A random matrix approximation for the non-commutative fractional Brownian motion (Q501830) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey (Q606218) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Exponents of operator self-similar random fields (Q730237) (← links)
- Invariance principle for a class of non stationary processes with long memory (Q817903) (← links)
- Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes (Q819611) (← links)
- Stein's method on Wiener chaos (Q839413) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise (Q994199) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Fractional randomness (Q1619960) (← links)
- On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes (Q1677564) (← links)
- Domain and range symmetries of operator fractional Brownian fields (Q1683808) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Random renormalization group operators applied to stochastic dynamics (Q1938805) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- On copulas of self-similar Ito processes (Q2063748) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
- Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Scaling transition for long-range dependent Gaussian random fields (Q2342393) (← links)
- The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes (Q2347318) (← links)
- A renormalization group classification of nonstationary and/or infinite second moment diffusive processes (Q2429394) (← links)
- Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
- The increment ratio statistic (Q2476149) (← links)
- How rich is the class of multifractional Brownian motions? (Q2490056) (← links)
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions (Q2491852) (← links)
- Coupling of Wiener processes by using copulas (Q2637369) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q2937142) (← links)