Pages that link to "Item:Q1787532"
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The following pages link to Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532):
Displaying 4 items.
- Lamperti transformation of scaled Brownian motion and related Langevin equations (Q2207760) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
- Scaled Brownian motion with random anomalous diffusion exponent (Q6649278) (← links)
