Pages that link to "Item:Q5933664"

The following pages link to The generalized multifractional Brownian motion (Q5933664):

Displaying 35 items.

• Least-squares estimation of multifractional random fields in a Hilbert-valued context (Q261992) (← links)
• Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
• Multi-operator scaling random fields (Q719779) (← links)
• Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
• Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium (Q983969) (← links)
• Multifractional, multistable, and other processes with Prescribed local form (Q1028614) (← links)
• Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field) (Q1565932) (← links)
• Fields with exceptional tangent fields (Q1780935) (← links)
• A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes (Q1932220) (← links)
• On the existence and the Hölder regularity of the local time of the Brownian bridge (Q2101308) (← links)
• Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
• The two-parameter Volterra multifractional process (Q2231018) (← links)
• Geometry and field theory in multi-fractional spacetime (Q2261439) (← links)
• A weak limit theorem for generalized multifractional Brownian motion (Q2267612) (← links)
• Nonhomogeneous fractional integration and multifractional processes (Q2469495) (← links)
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions (Q2477887) (← links)
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
• Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
• Multifractional Markov Processes in Heterogeneous Domains (Q3081437) (← links)
• Fractional Generalized Random Fields of Variable Order (Q3158169) (← links)
• Multistable Processes and Localizability (Q3167897) (← links)
• MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
• Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
• Sample path properties of fractional Riesz–Bessel field of variable order (Q3544595) (← links)
• Self-stabilizing processes (Q4634189) (← links)
• Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
• PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
• Goodness-of-fit test for multistable Lévy processes (Q5078488) (← links)
• Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)
• Modelling stock price movements: multifractality or multifractionality? (Q5309005) (← links)
• Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• Gaussian Volterra processes: Asymptotic growth and statistical estimation (Q6040489) (← links)
• Multifractional Hermite processes: definition and first properties (Q6056578) (← links)