The following pages link to (Q4407624):
Displaying 26 items.
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Multi-scale transition matrix approach to time series (Q2070240) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Random sampling of long-memory stationary processes (Q2266882) (← links)
- A comparison between several adjustment models to simulated teletraffic data (Q2455416) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Wavelet-based simulation of fractional Brownian motion revisited (Q2484415) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- On the wavelet-based simulation of anomalous diffusion (Q5219934) (← links)
- Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595) (← links)
- Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane (Q6067587) (← links)
- Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach (Q6152298) (← links)
- Bridge successive states for a complex system with evolutionary matrix (Q6500374) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
