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.
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Oscillations and waves in a spatially distributed system with a \(1/f\) spectrum (Q2148158) (← links)
- Ornstein-Uhlenbeck process with fluctuating damping (Q2148214) (← links)
- Fractional randomness and the Brownian bridge (Q2149284) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Correlation between the Hurst exponent and the maximal Lyapunov exponent: examining some low-dimensional conservative maps (Q2150040) (← links)
- NMR signals within the generalized Langevin model for fractional Brownian motion (Q2150109) (← links)
- Characterization of time series via Rényi complexity-entropy curves (Q2150305) (← links)
- Langevin approach to the theory of dielectric relaxation of ice Ih (Q2151059) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- Estimation of multifractality based on natural time analysis (Q2151757) (← links)
- Universal Poisson-process limits for general random walks (Q2151817) (← links)
- A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← links)
- Revisiting fractional Gaussian noise (Q2157935) (← links)
- Time-fractional geometric Brownian motion from continuous time random walks (Q2160097) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- On the model of random walk with multiple memory structure (Q2162954) (← links)
- Quantum systems for Monte Carlo methods and applications to fractional stochastic processes (Q2163670) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Fractional Gaussian fields on the Sierpiński gasket and related fractals (Q2164788) (← links)
- Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
- Closed-form multi-dimensional solutions and asymptotic behaviors for subdiffusive processes with crossovers. I: Retarding case (Q2169654) (← links)
- Random diffusivity scenarios behind anomalous non-Gaussian diffusion (Q2169733) (← links)
- The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- Notes on spherical bifractional Brownian motion (Q2172947) (← links)
- Lagrangian solver for vector fractional diffusion in bounded anisotropic aquifers: development and application (Q2173496) (← links)
- A superstatistical model for anomalous heat conduction and diffusion (Q2174356) (← links)
- On the eigenproblem for Gaussian bridges (Q2174977) (← links)
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
- Controllability of the one-dimensional fractional heat equation under positivity constraints (Q2175698) (← links)
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise (Q2183699) (← links)
- A stochastic sewing lemma and applications (Q2184597) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Time-changed Dirac-Fokker-Planck equations on the lattice (Q2187045) (← links)
- Fractional Brownian motions ruled by nonlinear equations (Q2187110) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion (Q2189646) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Method for estimating the Hurst exponent of fractional Brownian motion (Q2191324) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
