Pages that link to "Item:Q1304354"
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The following pages link to Stochastic models for fractal processes (Q1304354):
Displaying 17 items.
- Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series (Q725238) (← links)
- Possible long-range dependence in fractional random fields. (Q1304351) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Tempered fractional Brownian and stable motions of second kind (Q1686359) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Biases in the simulation and analysis of fractal processes (Q2283757) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Parameter estimation of stochastic process with long-range dependence and intermittency (Q2759336) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Sample path properties of fractional Riesz–Bessel field of variable order (Q3544595) (← links)
- (Q4027405) (← links)
- (Q4448951) (← links)
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect (Q4652252) (← links)
- Stochastic Bifurcation Processes and Distributions of Fractions (Q4694204) (← links)
- Random walk models for multifractals (Q4875020) (← links)
- Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay (Q5230205) (← links)
