The following pages link to longmemo (Q23163):
Displaying 50 items.
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- On the fractional Eulerian numbers and equivalence of maps with long term power-law memory (integral Volterra equations of the second kind) to Grünvald-Letnikov fractional difference (differential) equations (Q4591678) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Using information quality for volatility model combinations (Q4683043) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
- Multifractal Analysis of Multivariate Images Using Gamma Markov Random Field Priors (Q4689762) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
- Queueing performance estimation for general multifractal traffic (Q4799640) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
- Long-Memory Processes (Q4904942) (← links)
- HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE (Q4911785) (← links)
- Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields (Q4916953) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
- A Revision of Coding Theory for Learning from Language (Q4923555) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- Tempered fractional Poisson processes and fractional equations with <i>Z</i>-transform (Q4986449) (← links)
- Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls (Q4992300) (← links)
- Discriminating Gaussian processes via quadratic form statistics (Q5000843) (← links)
- Non-Gaussian behavior of reflected fractional Brownian motion (Q5006947) (← links)
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA (Q5025323) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion (Q5032347) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- <i>p<sup>th</sup></i> Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses (Q5086531) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- (Q5101767) (← links)
- A functional limit theorem for general shot noise processes (Q5109502) (← links)
- Stationarity test based on density approach (Q5114479) (← links)
