2

Integration questions related to fractional Brownian motion

Year:
2000
Language:
english
File:
PDF, 283 KB
english, 2000
11

Wavelet-based simulation of fractional Brownian motion revisited

Year:
2005
Language:
english
File:
PDF, 137 KB
english, 2005
12

Wavelet-based synthesis of the Rosenblatt process

Year:
2006
Language:
english
File:
PDF, 457 KB
english, 2006
16

Regularization and integral representations of Hermite processes

Year:
2010
Language:
english
File:
PDF, 264 KB
english, 2010
17

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

Year:
2002
Language:
english
File:
PDF, 343 KB
english, 2002
20

Wavelet-Type Expansion of the Rosenblatt Process

Year:
2004
Language:
english
File:
PDF, 302 KB
english, 2004
22

Decomposition of self-similar stable mixed moving averages

Year:
2002
Language:
english
File:
PDF, 303 KB
english, 2002
25

Deconvolution of fractional brownian motion

Year:
2002
Language:
english
File:
PDF, 154 KB
english, 2002
26

Adaptive wavelet decompositions of stationary time series

Year:
2010
Language:
english
File:
PDF, 1.28 MB
english, 2010
27

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

Year:
2012
Language:
english
File:
PDF, 659 KB
english, 2012
28

Dilated Fractional Stable Motions

Year:
2004
Language:
english
File:
PDF, 207 KB
english, 2004
29

Exponents, Symmetry Groups and Classification of

Year:
2012
Language:
english
File:
PDF, 1.19 MB
english, 2012
30

Can Markov switching model generate long memory?

Year:
2014
Language:
english
File:
PDF, 776 KB
english, 2014
41

CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION

Year:
2000
Language:
english
File:
PDF, 269 KB
english, 2000
44

The Structure of Self-Similar Stable Mixed Moving Averages

Year:
2002
Language:
english
File:
PDF, 3.01 MB
english, 2002
45

A || Stable Stationary Processes Related to Cyclic Flows

Year:
2004
Language:
english
File:
PDF, 3.42 MB
english, 2004