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.
- Fractional Brownian motions in a limit of turbulent transport. (Q1872477) (← links)
- On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
- Magnitude and sign scaling in power-law correlated time series (Q1873455) (← links)
- Comments on the renormalization group, scaling and measures of complexity (Q1877989) (← links)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
- The fractional Ornstein-Uhlenbeck process as a representation of homogeneous Eulerian velocity turbulence (Q1890694) (← links)
- A Lagrangian stochastic model for nonpassive particle diffusion in turbulent flows (Q1894045) (← links)
- Limitations of Boltzmann's principle (Q1894590) (← links)
- On the law of the iterated logarithm for Gaussian processes (Q1900331) (← links)
- A class of micropulses and antipersistent fractional Brownian motion (Q1909950) (← links)
- Exploratory spectral analysis of hydrological times series (Q1911122) (← links)
- Heterogeneity and implicated surface effects: Statistical, fractal formulation and relevant analytical solution (Q1913031) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Robust chaos synchronization of fractional-order chaotic systems with unknown parameters and uncertain perturbations (Q1928976) (← links)
- Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes (Q1932220) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- On Hölder fields clustering (Q1936547) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Functional differential equations in Hilbert spaces driven by a fractional Brownian motion (Q1945311) (← links)
- Stochastic resonance in a linear fractional Langevin equation (Q1949337) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← links)
- Phase diagram for turbulent transport: Sampling drift, eddy diffusivity and variational principles (Q1961665) (← links)
- Complex-valued Wiener measure: An approach via random walk in the complex plane (Q1962150) (← links)
- Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type (Q1965724) (← links)
- Interaction of fractal processes with linear systems. (Q1968236) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- Characterization of self-similar processes with stationary increments (Q1980443) (← links)
- Convergence of fractional diffusion processes in extension domains (Q1987646) (← links)
- Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (Q1990028) (← links)
- Exponential stability of fractional stochastic differential equations with distributed delay (Q1994663) (← links)
- On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
- Stability analysis of spline collocation methods for fractional differential equations (Q1998205) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps (Q2004498) (← links)
