Pages that link to "Item:Q2507646"
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The following pages link to On fractional tempered stable motion (Q2507646):
Displaying 20 items.
- Tempered fractional stable motion (Q300298) (← links)
- On fractional tempered stable processes and their governing differential equations (Q349903) (← links)
- Parameter estimation for operator scaling random fields (Q391927) (← links)
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- Indicator fractional stable motions (Q638260) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- Fractional motions (Q740796) (← links)
- Small and large scale asymptotics of some Lévy stochastic integrals (Q931380) (← links)
- Tempered fractional Brownian and stable motions of second kind (Q1686359) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- A computationally efficient method for tempered fractional differential equations with application (Q1993640) (← links)
- Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates (Q2240078) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH (Q3426804) (← links)
- On Weighted Tempered Moving Averages Processes (Q3548741) (← links)
- Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
- Tempered fractional multistable motion and tempered multifractional stable motion (Q4629949) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
