The following pages link to (Q4301585):
Displaying 50 items.
- Hausdorff and packing dimensions of the images of random fields (Q627279) (← links)
- Ball throwing on spheres (Q627280) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (Q627303) (← links)
- Long-range self-avoiding walk converges to \(\alpha\)-stable processes (Q629796) (← links)
- The exact Hausdorff measure of the zero set of fractional Brownian motion (Q633137) (← links)
- Fractional pure birth processes (Q637084) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Functional limit theorems for sums of independent geometric Lévy processes (Q638763) (← links)
- Stability for random measures, point processes and discrete semigroups (Q638766) (← links)
- Asymptotic identity in min-plus algebra: a report on CPNS (Q642426) (← links)
- Selfdecomposability of moving average fractional Lévy processes (Q643236) (← links)
- Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence (Q645442) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Approximations of fractional Brownian motion (Q654403) (← links)
- On the convergence of LePage series in Skorokhod space (Q654492) (← links)
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- A note on approximation to multifractional Brownian motion (Q660009) (← links)
- Conditions for equivalence between Mallows distance and convergence to stable laws (Q663044) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- Superprocesses in random environments (Q674510) (← links)
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields (Q679610) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- A wavelet characterization for the upper global Hölder index (Q692623) (← links)
- On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
- Stable distributions and the term structure of interest rates (Q699420) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization (Q699425) (← links)
- Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- Saddlepoint approximations for some models of circular data (Q713658) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- Asymptotics of the solutions of the random Schrödinger equation (Q717479) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Structural properties of semilinear SPDEs driven by cylindrical stable processes (Q718863) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- Multi-operator scaling random fields (Q719779) (← links)
- Strongly harmonizable ARMA S\(\alpha\)S models (Q724806) (← links)
- Robust transient analysis of multi-server queueing systems and feed-forward networks (Q725406) (← links)
