Pages that link to "Item:Q930681"
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The following pages link to \(L^p\)-variations for multifractal fractional random walks (Q930681):
Displaying 17 items.
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- Singularity spectrum of generic \(\alpha \)-Hölder regular functions after time subordination (Q719689) (← links)
- Limit theorems for multifractal products of geometric stationary processes (Q726752) (← links)
- Uniform convergence for complex [0,1]-martingales (Q990376) (← links)
- Convergence of complex multiplicative cascades (Q990377) (← links)
- Confidence intervals for the scaling function of multifractal random walks (Q1017815) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)
- Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (Q2862998) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
- Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
