The following pages link to (Q4301585):
Displaying 50 items.
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- On the convex hull and winding number of self-similar processes (Q503995) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- The Poisson aggregation process (Q509201) (← links)
- The use of a non-integer order PI controller with an active queue management mechanism (Q511373) (← links)
- An estimation approach for linear stochastic systems based on characteristic functions (Q518304) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Least energy approximation for processes with stationary increments (Q521969) (← links)
- Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- How random is a random vector? (Q528246) (← links)
- Multidimensional Lévy white noise in weighted Besov spaces (Q529433) (← links)
- Total positivity in stable semigroups (Q530578) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- A geometric theory for Lévy distributions (Q530814) (← links)
- On the value distribution and moments of the Epstein zeta function to the right of the critical strip (Q533810) (← links)
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion (Q537141) (← links)
- Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- Multivariate operator-self-similar random fields (Q544513) (← links)
- Characteristic functions of scale mixtures of multivariate skew-normal distributions (Q548642) (← links)
- Real harmonizable multifractional stable process and its local properties (Q550163) (← links)
- Tempered stable laws as random walk limits (Q552989) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Kolmogorov numbers of Riemann-Liouville operators over small sets and applications to Gaussian processes (Q596813) (← links)
- Fractional-moment capital asset pricing model (Q603474) (← links)
- A note on the Lindeberg condition for convergence to stable laws in Mallows distance (Q605032) (← links)
- Discrete approximation of a stable self-similar stationary increments process (Q605854) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Small deviations of stable processes and entropy of the associated random operators (Q605898) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Self-similar random fields and rescaled random balls models (Q616269) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (Q620816) (← links)
- mBm-based scalings of traffic propagated in internet (Q624747) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion (Q625925) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Spectral representations of sum- and max-stable processes (Q626303) (← links)
- A general framework for waves in random media with long-range correlations (Q627236) (← links)
