Stochastic properties of the linear multifractional stable motion
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- Identification and properties of real harmonizable fractional Lévy motions
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- Stochastic properties of the linear multifractional stable motion
- Tangent fields and the local structure of random fields
- The generalized multifractional Brownian motion
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Cited in
(28)- Multifractional, multistable, and other processes with Prescribed local form
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
- Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
- Linear multifractional stable motion: representation via Haar basis
- Linear multifractional stable motion: fine path properties
- Local times of linear multifractional stable sheets
- Stochastic 2-microlocal analysis
- How rich is the class of multifractional Brownian motions?
- Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
- Stochastic volatility and multifractional Brownian motion
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- Behaviour of linear multifractional stable motion: membership of a critical Hölder space
- Tempered fractional multistable motion and tempered multifractional stable motion
- Stochastic properties of the linear multifractional stable motion
- HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
- Goodness-of-fit test for multistable Lévy processes
- Estimation of the multifractional function and the stability index of linear multifractional stable processes
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos
- Statistical estimation for a class of self-regulating processes
- Linear multifractional multistable motion: LePage series representation and modulus of continuity
- Path properties of the linear multifractional stable motion
- A statistical test of market efficiency based on information theory
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
- On two multistable extensions of stable Lévy motion and their semi-martingale representations
- A general framework for simulation of fractional fields
- LASS: a tool for the local analysis of self-similarity
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