Pages that link to "Item:Q5933671"
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The following pages link to Identification of the Hurst index of a step fractional Brownian motion (Q5933671):
Displaying 22 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- A wavelet characterization for the upper global Hölder index (Q692623) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Polar functions of multiparameter bifractional Brownian sheets (Q844059) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Hölder conditions for the local times of multiscale fractional Brownian motion (Q857096) (← links)
- Fields with exceptional tangent fields (Q1780935) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
- Nonhomogeneous fractional integration and multifractional processes (Q2469495) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
- Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739) (← links)