Identification and properties of real harmonizable fractional Lévy motions
From MaRDI portal
Publication:1611565
zbMath1005.60052MaRDI QIDQ1611565
Serge Cohen, Jacques Istas, Albert Benassi
Publication date: 13 February 2003
Published in: Bernoulli (Search for Journal in Brave)
Related Items
Fractional Lévy stable motion: finite difference iterative forecasting model ⋮ From Hermite Polynomials to Multifractional Processes ⋮ Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises ⋮ On operator fractional Lévy motion: integral representations and time-reversibility ⋮ Quadratic variations of spherical fractional Brownian motions ⋮ Weak convergence to isotropic complex \(S\alpha S\) random measure ⋮ Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean ⋮ Properties of integrals with respect to fractional Poisson processes with compact kernels ⋮ Statistical tests of heterogeneity for anisotropic multifractional Brownian fields ⋮ Aggregation of network traffic and anisotropic scaling of random fields ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Finite variation of fractional Lévy processes ⋮ Small and large scale asymptotics of some Lévy stochastic integrals ⋮ A general framework for simulation of fractional fields ⋮ Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise ⋮ Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk ⋮ A general approach to sample path generation of infinitely divisible processes via shot noise representation ⋮ LASS: a tool for the local analysis of self-similarity ⋮ Stochastic properties of the linear multifractional stable motion ⋮ A Poisson bridge between fractional Brownian motion and stable Lévy motion ⋮ On roughness indices for fractional fields ⋮ Local Detection Of Defects From Image Sequences ⋮ On fractional tempered stable motion ⋮ Invariance principle, multifractional Gaussian processes and long-range dependence ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration ⋮ Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations ⋮ Simulation of a Local Time Fractional Stable Motion ⋮ Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process ⋮ Series representation and simulation of multifractional Lévy motions ⋮ Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions ⋮ Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations ⋮ Local self-similarity and the Hausdorff dimension
