Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displaying 50 items.
- A storage model with self-similar input (Q1331300) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Distributional convergence of M-estimators under unusual rates (Q1341356) (← links)
- Continuous-time fractional ARMA processes (Q1341364) (← links)
- Operator-self-similar stable processes (Q1343600) (← links)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Small values of Gaussian processes and functional laws of the iterated logarithm (Q1346969) (← links)
- An integrated fractional Fourier transform (Q1347151) (← links)
- Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion (Q1348847) (← links)
- Small ball problem via wavelets for Gaussian processes (Q1359776) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- Minimax estimation via wavelets for indirect long-memory data (Q1372865) (← links)
- Alternative micropulses and fractional Brownian motion (Q1374631) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- Large deviation and self-similarity analysis of graphs: DAX stock prices (Q1392899) (← links)
- Scale relativity: from quantum mechanics to chaotic dynamics (Q1392941) (← links)
- Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- On the chirp decomposition of Weierstrass-Mandelbrot functions, and their time-frequency interpretation. (Q1413114) (← links)
- Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus. (Q1413351) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Whitening filter and innovations representation of self-similar process. (Q1419035) (← links)
- A correlation-based computational model for synthesizing long-range dependent data. (Q1428211) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Poisson fractional processes (Q1433718) (← links)
- Fractal dimensional analysis of Indian climatic dynamics (Q1433852) (← links)
- Approximation, metric entropy and small ball estimates for Gaussian measures (Q1568299) (← links)
- On some possible generalizations of fractional Brownian motion. (Q1569539) (← links)
- Fractional Brownian motion with complex variance via random walk in the complex plane and applications (Q1573899) (← links)
- First passage time distribution for anomalous diffusion (Q1579384) (← links)
- Wavelet analysis and covariance structure of some classes of non-stationary processes (Q1581068) (← links)
- Scaling properties of foreign exchange volatility (Q1588872) (← links)
- Fractal time and 1/f spectra in dynamic images and human vision (Q1588880) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- A note on filtering for long memory processes (Q1600534) (← links)
- Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (Q1605802) (← links)
- Random time-dependent Brownian motion a new approach to fractals of order \(n\) (Q1610463) (← links)
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones (Q1610464) (← links)
- The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order (Q1615768) (← links)
- Nonautonomous Young differential equations revisited (Q1616385) (← links)
- On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: a review, a critique and a few recommendations (Q1618514) (← links)
- Transport properties of elastically coupled fractional Brownian motors (Q1618708) (← links)
- Investigation of the cumulative diminution process using the Fibonacci method and fractional calculus (Q1619032) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
- Noise-induced synchronization in a system with a \(1 / f\) power spectrum (Q1619453) (← links)
- Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions (Q1619458) (← links)
- Deterministic versus stochastic aspects of superexponential population growth models (Q1619528) (← links)
