Pages that link to "Item:Q5570525"

The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):

Displaying 50 items.

• Hurst function estimation (Q2196195) (← links)
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• Fractional dynamics in the Rayleigh's piston (Q2199477) (← links)
• Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion (Q2199537) (← links)
• Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions (Q2199795) (← links)
• Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion (Q2200234) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst (Q2204434) (← links)
• An algorithm for computing non-concave multifractal spectra using the \(S^\nu\) spaces (Q2205734) (← links)
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
• Rate of convergence for the weighted Hermite variations of the fractional Brownian motion (Q2209307) (← links)
• A panoramic sketch about the robust stability of time-delay systems and its applications (Q2210262) (← links)
• Selection properties and set-valued Young integrals of set-valued functions (Q2210822) (← links)
• Large-scale interactive numerical experiments of chaos, solitons and fractals in real time via GPU in a web browser (Q2212802) (← links)
• Analytic approaches of the anomalous diffusion: a review (Q2213089) (← links)
• Random walk and broad distributions on fractal curves (Q2213444) (← links)
• Characterization of complex data functions through local persistence of increments (Q2213538) (← links)
• Emergence of turbulent epochs in oil prices (Q2213590) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps (Q2213711) (← links)
• Uniform continuity of fractal interpolation function (Q2214808) (← links)
• Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
• Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
• Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• Spectral collocation method for stochastic partial differential equations with fractional Brownian motion (Q2226294) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
• Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
• The two-parameter Volterra multifractional process (Q2231018) (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
• Gaussian linear model selection in a dependent context (Q2233592) (← links)
• The snap, crackle and pop of solar flares explained (Q2233642) (← links)
• Self-tuning variational mode decomposition (Q2235397) (← links)
• On a generalized stochastic Burgers' equation perturbed by Volterra noise (Q2236051) (← links)
• Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (Q2240841) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Hurst estimation for operator scaling random fields (Q2244601) (← links)
• Generalized Bernoulli process with long-range dependence and fractional binomial distribution (Q2245658) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Healthy versus congestive heart failure patients -- an approach via the Hurst parameter (Q2246998) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• Riemann-Liouville and Weyl fractional oscillator processes (Q2267228) (← links)
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• A novel PID control with fractional nonlinear integral (Q2275006) (← links)
• Local fractal and multifractal features for volumic texture characterization (Q2275965) (← links)
• Fractional normal inverse Gaussian process (Q2276422) (← links)