Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displayed 50 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Stochastic Korteweg-de Vries equation driven by fractional Brownian motion (Q255486) (← links)
- Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
- \(1/f^\alpha\) low frequency fluctuations in turbulent flows. Transitions with heavy-tailed distributed interevent durations (Q261944) (← links)
- Least-squares estimation of multifractional random fields in a Hilbert-valued context (Q261992) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes (Q315657) (← links)
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494) (← links)
- Upper and lower bounds of integral operator defined by the fractional hypergeometric function (Q317745) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- Correcting the initialization of models with fractional derivatives via history-dependent conditions (Q332851) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Diffusion in heterogeneous media: an iterative scheme for finding approximate solutions to fractional differential equations with time-dependent coefficients (Q349933) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Fractional electrostatic equations in fractal composite structures (Q356331) (← links)
- Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
- Fractional generalized Hamiltonian mechanics (Q359443) (← links)
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths (Q359675) (← links)
- Robust synchronization of incommensurate fractional-order chaotic systems via second-order sliding mode technique (Q364326) (← links)
- From particles scale to anomalous or classical convection-diffusion models with path integrals (Q371120) (← links)
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- Power law Pólya's urn and fractional Brownian motion (Q389275) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses (Q402486) (← links)
- Cylindrical fractional Brownian motion in Banach spaces (Q404580) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Mild solutions for a class of fractional SPDEs and their sample paths (Q423348) (← links)
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs (Q431301) (← links)
- Adaptive synchronization of fractional-order chaotic systems via a single driving variable (Q437116) (← links)