Pages that link to "Item:Q5719311"
From MaRDI portal
The following pages link to SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311):
Displaying 35 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Tempered fractional stable motion (Q300298) (← links)
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- Generalized fractional Laplace motion (Q514123) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Fractional motions (Q740796) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- An estimation of the stability and the localisability functions of multistable processes (Q1951150) (← links)
- On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Linear multifractional stable motion: representation via Haar basis (Q2253859) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
- Fourier series approximation of linear fractional stable motion (Q2483006) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- Wavelet-based confidence intervals for the self-similarity parameter (Q3615036) (← links)
- A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION (Q3637997) (← links)
- APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q3649578) (← links)
- Localizable Moving Average Symmetric Stable and Multistable Processes (Q3653125) (← links)
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Fractional Lévy stable motion time-changed by gamma subordinator (Q5077957) (← links)
- Simulation of Infinitely Divisible Random Fields (Q5299818) (← links)
- On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
