The following pages link to (Q4972749):
Displaying 8 items.
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
- Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634) (← links)
- Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes (Q5292545) (← links)
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
- An independence test based on recurrence rates. An empirical study and applications to real data (Q6552991) (← links)
