The following pages link to (Q4495241):
Displaying 16 items.
- Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
- Spectral analysis for some multifractional Gaussian processes (Q825091) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Identification of a locally self-similar Gaussian process by using convex rearrangements (Q1851137) (← links)
- Estimating self-similarity through complex variations (Q1950866) (← links)
- Hurst function estimation (Q2196195) (← links)
- Sample path properties of the local time of multifractional Brownian motion (Q2469655) (← links)
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions (Q2477887) (← links)
- How rich is the class of multifractional Brownian motions? (Q2490056) (← links)
- Wavelet estimation for locally self-similar processes (Q2858521) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Approximation of multifractional Brownian motion by absolutely continuous processes (Q3114552) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
- Differential equations driven by variable order Hölder noise and the regularizing effect of delay (Q5086475) (← links)
- An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\) (Q6133733) (← links)
