The following pages link to (Q4301585):
Displaying 50 items.
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- On the Fourier coefficients of linear fractional stable motion (Q392779) (← links)
- On the rate of convergence of uniform approximations for sequences of distribution functions (Q395936) (← links)
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals (Q400933) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses (Q402486) (← links)
- Experimental test of the ``special state'' theory of quantum measurement (Q406048) (← links)
- Tsallis relative entropy and anomalous diffusion (Q406052) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
- Dynamical attraction to stable processes (Q424711) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Maharam extension and stationary stable processes (Q428154) (← links)
- On the infimum attained by a reflected Lévy process (Q430005) (← links)
- Finite variation of fractional Lévy processes (Q430979) (← links)
- An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
- Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
- Multifractal analysis of Lévy fields (Q438973) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019) (← links)
- Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors (Q449359) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
- Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise (Q458897) (← links)
- A stochastic controller for a scalar linear system with additive Cauchy noise (Q463795) (← links)
- Marshall-Olkin Esscher transformed Laplace distribution and processes (Q467867) (← links)
- Reduced long-range dependence combining Poisson bursts with on-off sources (Q467899) (← links)
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
- A weak convergence to Hermite process by martingale differences (Q471627) (← links)
- Random balls model with dependence (Q472336) (← links)
- Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises (Q474508) (← links)
- On smoothing properties of transition semigroups associated to a class of SDEs with jumps (Q479716) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
- On \(L_p\)-theory for stochastic parabolic integro-differential equations (Q487661) (← links)
- Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615) (← links)
- Lévy process with substable increments via generalized convolution (Q493627) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Persistence of integrated stable processes (Q495550) (← links)
- Generalized fractional nonlinear birth processes (Q496942) (← links)
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Fractional-in-time and multifractional-in-space stochastic partial differential equations (Q501520) (← links)
- Local Hölder regularity for set-indexed processes (Q502988) (← links)
