Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displaying 50 items.
- Fractional Lévy processes on Gel'fand triple and stochastic integration (Q942956) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Brownian moving averages have conditional full support (Q957520) (← links)
- Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
- Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions'' (Q967928) (← links)
- Fractional Liu process with application to finance (Q970062) (← links)
- Fractional martingales and characterization of the fractional Brownian motion (Q971945) (← links)
- Densities for rough differential equations under Hörmander's condition (Q974084) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
- Fractional multiplicative processes (Q985348) (← links)
- Analytical formulation of the fractal dimension of filtered stochastic signals (Q985655) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- Local times of multifractional Brownian sheets (Q1002554) (← links)
- Fractal-based brain tumor detection in multimodal MRI (Q1004203) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Multifractional, multistable, and other processes with Prescribed local form (Q1028614) (← links)
- An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
- Central limit theorems for quadratic forms in random variables having long-range dependence (Q1071370) (← links)
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes (Q1092510) (← links)
- Parallel rendering of fractal surfaces (Q1114456) (← links)
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane (Q1125133) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Long memory relationships and the aggregation of dynamic models (Q1155319) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- On almost sure noncentral limit theorems (Q1181415) (← links)
- Characterization of linear and harmonizable fractional stable motions (Q1193401) (← links)
- A representation for self-similar processes (Q1244743) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- Approximation of stochastic differential equations with modified fractional Brownian motion (Q1267977) (← links)
- Identifying the multifractional function of a Gaussian process (Q1273015) (← links)
- Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion (Q1279197) (← links)
- Modelling and analysis of fractional Brownian motions (Q1279411) (← links)
- Burgers equation with self-similar Gaussian initial data: Tail probabilities (Q1285065) (← links)
- Bilinear stochastic systems with fractional Brownian motion input (Q1296586) (← links)
- Large deviations of inverse processes with nonlinear scalings (Q1296714) (← links)
- A parabolic stochastic differential equation with fractional Brownian motion input (Q1304058) (← links)
- Possible long-range dependence in fractional random fields. (Q1304351) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Self-affine time series: Measures of weak and strong persistence. (Q1304360) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- The asymptotic dependence structure of the linear fractional Lévy motion (Q1316932) (← links)
- On central limit theorems, modulus of continuity and Diophantine type for irrational rotations (Q1317276) (← links)
