THE LOCAL STRUCTURE OF RANDOM PROCESSES
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Cited in
(46)- Multifractional, multistable, and other processes with Prescribed local form
- Multifractality of jump diffusion processes
- Extremes of q-Ornstein-Uhlenbeck processes
- On roughness indices for fractional fields
- Fields with exceptional tangent fields
- Tangent fields and the local structure of random fields
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
- An estimation of the stability and the localisability functions of multistable processes
- A pure jump Markov process with a random singularity spectrum
- Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
- On a covariance structure of some subset of self-similar Gaussian processes
- Local correlation dimension of multidimensional stochastic process
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Tangent fields, intrinsic stationarity, and self similarity
- Linear multifractional stable motion: fine path properties
- Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries
- Nonhomogeneous fractional integration and multifractional processes
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- Riesz-based orientation of localizable Gaussian fields
- Stochastic volatility and multifractional Brownian motion
- Large jumps of q-Ornstein-Uhlenbeck processes
- Multistable processes and localizability
- Poisson random balls: self-similarity and X-ray images
- Sample path properties of fractional Riesz–Bessel field of variable order
- Localizable moving average symmetric stable and multistable processes
- On Piecing Together Locally Defined Markov Processes
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses
- Modelling NASDAQ series by sparse multifractional Brownian motion
- Measuring the roughness of random paths by increment ratios
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space
- Tempered fractional multistable motion and tempered multifractional stable motion
- Self-stabilizing processes
- Stochastic properties of the linear multifractional stable motion
- OBSERVING DISTRIBUTION IN PROCESSES: STATIC AND DYNAMIC LOCALITIES
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
- Localization Vs. Delocalization of Random Discrete Measures
- Goodness-of-fit test for multistable Lévy processes
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos
- Statistical estimation for a class of self-regulating processes
- Synthesis of multifractional Gaussian noises based on variable-order fractional operators
- A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise
- Almost periodic stochastic processes with applications to analytic number theory
- An extension of the standard multifractional Brownian motion
- Continuous Gaussian multifractional processes with random pointwise Hölder regularity
- On two multistable extensions of stable Lévy motion and their semi-martingale representations
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