Pages that link to "Item:Q4455663"

The following pages link to Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663):

Displayed 9 items.

• \(M\)-estimation of wavelet variance (Q421382) ‎ (← links)
• Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) ‎ (← links)
• Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) ‎ (← links)
• Stochastic modeling of unresolved scales in complex systems (Q1034881) ‎ (← links)
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) ‎ (← links)
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) ‎ (← links)
• Approximate wavelet-based simulation of long memory processes (Q4675839) ‎ (← links)
• Statistical challenges in microrheology (Q5397947) ‎ (← links)
• On the connection between orthant probabilities and the first passage time problem (Q5460691) ‎ (← links)