2

Integration questions related to fractional Brownian motion

Year:
2000
Language:
english
File:
PDF, 283 KB
english, 2000
15

Wavelet-based simulation of fractional Brownian motion revisited

Year:
2005
Language:
english
File:
PDF, 137 KB
english, 2005
17

Wavelet-based synthesis of the Rosenblatt process

Year:
2006
Language:
english
File:
PDF, 457 KB
english, 2006
21

Regularization and integral representations of Hermite processes

Year:
2010
Language:
english
File:
PDF, 264 KB
english, 2010
22

Estimation of the self-similarity parameter in linear fractional stable motion

Year:
2002
Language:
english
File:
PDF, 343 KB
english, 2002
28

Wavelet-Type Expansion of the Rosenblatt Process

Year:
2004
Language:
english
File:
PDF, 302 KB
english, 2004
30

Decomposition of self-similar stable mixed moving averages

Year:
2002
Language:
english
File:
PDF, 303 KB
english, 2002
35

Deconvolution of fractional brownian motion

Year:
2002
Language:
english
File:
PDF, 154 KB
english, 2002
36

Adaptive wavelet decompositions of stationary time series

Year:
2010
Language:
english
File:
PDF, 1.28 MB
english, 2010
37

Statistical tests for a single change in mean against long-range dependence

Year:
2012
Language:
english
File:
PDF, 659 KB
english, 2012
39

Dilated Fractional Stable Motions

Year:
2004
Language:
english
File:
PDF, 207 KB
english, 2004
41

Exponents, Symmetry Groups and Classification of

Year:
2012
Language:
english
File:
PDF, 1.19 MB
english, 2012
43

Multifractal Random Walks as Fractional Wiener Integrals

Year:
2009
Language:
english
File:
PDF, 953 KB
english, 2009
47

Can Markov switching model generate long memory?

Year:
2014
Language:
english
File:
PDF, 776 KB
english, 2014