The following pages link to (Q4301585):
Displaying 50 items.
- Transformation formulas for fractional Brownian motion (Q855681) (← links)
- Weak convergence of censored and reflected stable processes (Q860700) (← links)
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- Additive positive stable frailty models (Q861553) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- A set-indexed fractional Brownian motion (Q867075) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Operator scaling stable random fields (Q869100) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- Local and asymptotic properties of linear fractional stable sheets (Q876108) (← links)
- Limit theorems for continuous-time random walks in the double-array limit scheme (Q876832) (← links)
- Level sets of multiparameter stable processes (Q877229) (← links)
- Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications (Q877234) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- Tempering stable processes (Q885259) (← links)
- Joint continuity of the local times of linear fractional stable sheets (Q886279) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Lévy processes and stochastic integrals in the sense of generalized convolutions (Q888492) (← links)
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements (Q890228) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Stochastic integral and series representations for strictly stable distributions (Q895900) (← links)
- On two multistable extensions of stable Lévy motion and their semi-martingale representations (Q895905) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times (Q898404) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- An increment-type set-indexed Markov property (Q904698) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals (Q923861) (← links)
- A class of discrete distributions induced by stable laws (Q923863) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- An optimal series expansion of the multiparameter fractional Brownian motion (Q927255) (← links)
- The tail behaviour of a random sum of subexponential random variables and vectors (Q928490) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data (Q930361) (← links)
- Small and large scale asymptotics of some Lévy stochastic integrals (Q931380) (← links)
- Large deviations for local time fractional Brownian motion and applications (Q936601) (← links)
- Nondeterminism of linear operators and lower entropy estimates (Q939094) (← links)
- Some fundamental aspects of Lévy flights (Q944825) (← links)
- Numerical solutions for fractional reaction-diffusion equations (Q945107) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- A note on scale mixtures of skew normal distribution (Q947160) (← links)
- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights (Q951166) (← links)
- Bivariate positive stable frailty models (Q951181) (← links)
