Pages that link to "Item:Q850768"

The following pages link to Power variation of some integral fractional processes (Q850768):

Displaying 22 items.

• Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
• Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
• (Q4314093) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• Multipower variation from generalized difference for fractional integral processes with jumps (Q4598006) (← links)
• A Law of Large Numbers for the Power Variation of Fractional Lévy Processes (Q4981992) (← links)
• Ambit Fields: Survey and New Challenges (Q5038271) (← links)
• Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
• A note on parameter estimation for discretely sampled SPDEs (Q5114813) (← links)
• Some properties of the sub-fractional Brownian motion (Q5421591) (← links)
• Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) (← links)
• Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs (Q6103215) (← links)
• An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (Q6133733) (← links)
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
• Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877) (← links)
• Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes (Q6541369) (← links)
• Power variation for Itô integrals with respect to \(\alpha\)-stable processes (Q6573271) (← links)
• A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
• Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions (Q6614489) (← links)
• On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
• On the cross-variation of a class of stochastic processes (Q6657389) (← links)