Tangent fields and the local structure of random fields

From MaRDI portal
Publication:1866064

DOI10.1023/A:1016276016983zbMath1013.60028MaRDI QIDQ1866064

Kenneth J. Falconer

Publication date: 3 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)




Related Items (34)

Tangent fields, intrinsic stationarity, and self similarityStochastic Volatility and Multifractional Brownian MotionGoodness-of-fit test for multistable Lévy processesRiesz-based orientation of localizable Gaussian fieldsBehaviour of linear multifractional stable motion: membership of a critical Hölder spaceA Ferguson-Klass-LePage series representation of multistable multifractional motions and related processesStatistical tests of heterogeneity for anisotropic multifractional Brownian fieldsLocal scaling limits of Lévy driven fractional random fieldsOn two multistable extensions of stable Lévy motion and their semi-martingale representationsHurst function estimationModelling NASDAQ series by sparse multifractional Brownian motionAn estimation of the stability and the localisability functions of multistable processesNonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularityMeasuring the roughness of random paths by increment ratiosSample path properties of fractional Riesz–Bessel field of variable orderTempered fractional multistable motion and tempered multifractional stable motionSample Paths Properties of the Set-Indexed Fractional Brownian MotionSelf-stabilizing processesLinear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parametersHausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processesNonhomogeneous fractional integration and multifractional processesOn a covariance structure of some subset of self-similar Gaussian processesLinear multifractional stable motion: fine path propertiesOn the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motionStochastic properties of the linear multifractional stable motionOn roughness indices for fractional fieldsFields with exceptional tangent fieldsMultivariate tempered stable random fieldsContinuous Gaussian multifractional processes with random pointwise Hölder regularityGaussian fields and Gaussian sheets with generalized Cauchy covariance structureWavelet analysis of a multifractional process in an arbitrary Wiener chaosMultifractional, multistable, and other processes with Prescribed local formLocalizable Moving Average Symmetric Stable and Multistable ProcessesExact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion




This page was built for publication: Tangent fields and the local structure of random fields