Tangent fields and the local structure of random fields

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Cited in

(36)

Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
Localizable moving average symmetric stable and multistable processes
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
Tempered fractional multistable motion and tempered multifractional stable motion
Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
Multivariate tempered stable random fields
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
Riesz-based orientation of localizable Gaussian fields
Tangent fields, intrinsic stationarity, and self similarity
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity
Nonhomogeneous fractional integration and multifractional processes
On two multistable extensions of stable Lévy motion and their semi-martingale representations
Stochastic volatility and multifractional Brownian motion
Linear multifractional stable motion: fine path properties
Continuous Gaussian multifractional processes with random pointwise Hölder regularity
Hurst function estimation
On a covariance structure of some subset of self-similar Gaussian processes
A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
Multifractional, multistable, and other processes with Prescribed local form
Modelling NASDAQ series by sparse multifractional Brownian motion
Self-stabilizing processes
Behaviour of linear multifractional stable motion: membership of a critical Hölder space
Local scaling limits of Lévy driven fractional random fields
Sample path properties of fractional Riesz–Bessel field of variable order
Wavelet analysis of a multifractional process in an arbitrary Wiener chaos
Measuring the roughness of random paths by increment ratios
An estimation of the stability and the localisability functions of multistable processes
On roughness indices for fractional fields
Goodness-of-fit test for multistable Lévy processes
THE LOCAL STRUCTURE OF RANDOM PROCESSES
Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
The Horizon of a Random Cone Field under a Trend: One-Dimensional Distributions
Fields with exceptional tangent fields
Sample paths properties of the set-indexed fractional Brownian motion
Stochastic properties of the linear multifractional stable motion

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