Pages that link to "Item:Q5268388"
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The following pages link to The quadratic covariation for a weighted fractional Brownian motion (Q5268388):
Displaying 10 items.
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
- The generalized quadratic covariation for a bi-fBm (Q2916188) (← links)
- The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion (Q3305807) (← links)
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
- (Q4542778) (← links)
- (Q5141649) (← links)
- Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion (Q6541092) (← links)