Pages that link to "Item:Q455365"

The following pages link to Selected aspects of fractional Brownian motion. (Q455365):

Displaying 50 items.

• Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
• Hurst function estimation (Q2196195) (← links)
• Fractional dynamics in the Rayleigh's piston (Q2199477) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Zeros of Gaussian power series with dependent random variables (Q2208483) (← links)
• Rate of convergence for the weighted Hermite variations of the fractional Brownian motion (Q2209307) (← links)
• The probability of intransitivity in dice and close elections (Q2210747) (← links)
• An averaging result for impulsive fractional neutral stochastic differential equations (Q2225295) (← links)
• Entropy and the fourth moment phenomenon (Q2253134) (← links)
• Fractional order description of DNA (Q2278789) (← links)
• Integration with respect to the Hermitian fractional Brownian motion (Q2297324) (← links)
• An improved second-order Poincaré inequality for functionals of Gaussian fields (Q2297329) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Span observables: ``when is a foraging rabbit no longer hungry?'' (Q2302668) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• Average number of real zeros of random algebraic polynomials defined by the increments of fractional Brownian motion (Q2312783) (← links)
• Science metrics on fractional calculus development since 1966 (Q2347321) (← links)
• Historical survey: the chronicles of fractional calculus (Q2396328) (← links)
• Integration with respect to the non-commutative fractional Brownian motion (Q2419672) (← links)
• Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Squarefrees are Gaussian in short intervals (Q2681762) (← links)
• Some fractional and multifractional Gaussian processes: a brief introduction (Q2803665) (← links)
• Fractional Brownian motion in a nutshell (Q2803666) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Fractional Brownian motions: memory, diffusion velocity, and correlation functions (Q2965729) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
• Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion (Q3384675) (← links)
• (Q4407596) (← links)
• Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
• Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279) (← links)
• The Prandtl–Tomlinson model of friction with stochastic driving (Q4964434) (← links)
• Spatial average for the solution to the heat equation with Rosenblatt noise (Q5046308) (← links)
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
• Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space (Q5087046) (← links)
• Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Lp-Theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion (Q5158583) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217) (← links)
• Asymptotic Stability for Stochastic Dissipative Systems with a Hölder Noise (Q5232261) (← links)
• The optimal fourth moment theorem (Q5246939) (← links)
• The quadratic covariation for a weighted fractional Brownian motion (Q5268388) (← links)
• A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION (Q5859378) (← links)
• Limit theorems for a class of integral functionals driven by fractional Brownian motion (Q5875245) (← links)
• On the non-commutative multifractional Brownian motion (Q5876135) (← links)
• Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem (Q5963426) (← links)