The following pages link to (Q4247104):
Displaying 32 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Entanglement witness and linear entropy in an open system influenced by FG noise (Q2102789) (← links)
- Testing of fractional Brownian motion in a noisy environment (Q2123579) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Degradation trend prediction for rotating machinery using long-range dependence and particle filter approach (Q2287470) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? (Q2740038) (← links)
- Why FARIMA models are brittle (Q2865149) (← links)
- APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q3649578) (← links)
- ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) (← links)
- HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE (Q4911785) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
