Pages that link to "Item:Q2016792"
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The following pages link to Power variation of subfractional Brownian motion and application (Q2016792):
Displaying 10 items.
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← links)
- Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
- Fluctuations of the power variation of fractional Brownian motion in Brownian time (Q2348725) (← links)
- Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- 带跳的分数维Brown 运动幂变差的渐近行为 (Q5017621) (← links)
- On the cross-variation of a class of stochastic processes (Q6657389) (← links)
- Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments (Q6661712) (← links)