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Fractional Brownian motion
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1	C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps Add to Reading List Source URL: www.monmeetings.org Language: English - Date: 2015-09-04 10:25:15 Time series analysis Probability theory Statistics Mathematical analysis Stochastic processes Teletraffic Signal processing Covariance and correlation Fractional Brownian motion Long-range dependence Autocorrelation Self-similar process
2	Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-07 23:59:23 Mathematical finance Statistics Applied mathematics Probability Volatility Stochastic volatility Implied volatility Realized variance Fractional Brownian motion Normal distribution
3	Tom LaGatta Publications & Projects Math/Statistical Modeling Publications (3) Add to Reading List Source URL: cims.nyu.edu Language: English - Date: 2014-01-06 03:10:13 Stochastic processes Abstract algebra Order theory Data analysis Topological data analysis Fractional Brownian motion Embedding
4 $Homogenization driven by a fractional Brownian motion: the shear layer case Tomasz Komorowski∗ Alexei Novikov†$	Homogenization driven by a fractional Brownian motion: the shear layer case Tomasz Komorowski∗ Alexei Novikov† Add to Reading List Source URL: math.stanford.edu Language: English - Date: 2013-05-10 11:35:31
5	Statistical Inference Associated with the Fractional Brownian Motion and Related Processes Katsuto Tanaka Gakushuin University, Tokyo, Japan Abstract Add to Reading List Source URL: stat.w3.kanazawa-u.ac.jp Language: English - Date: 2013-10-29 04:09:48
6	1364 Biophysical Journal Volume 98 Add to Reading List Source URL: www.nbi.dk Language: English - Date: 2010-04-07 05:01:14 Physical chemistry Fractals Transport phenomena Statistical mechanics Anomalous diffusion Fractional Brownian motion Brownian motion Fluorescence correlation spectroscopy Dynamics Statistics Stochastic processes Physics
7	Investigating the Scaling Behavior, Crossover and Anti-persistence of Internet Packet Delay Dynamics Qiong Li David L. Millsy Department of Electrical and Computer Engineering University of Delaware September 23, 1999 Add to Reading List Source URL: www.eecis.udel.edu Language: English - Date: 1999-10-04 01:58:04 Wavelets Teletraffic Time series analysis Fractals Multifractal system Hurst exponent Fractional Brownian motion Jitter Power law Statistics Stochastic processes Mathematical analysis
8	Hong Kong University of Science and Technology Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-02-02 23:30:45 Signal processing Covariance and correlation Fractional Brownian motion Autocorrelation Time series Autoregressive integrated moving average Lévy process Stationary process Correlation function Statistics Stochastic processes Time series analysis
9	Graphics and Image Processing James Foley* Editor Add to Reading List Source URL: design.osu.edu Language: English - Date: 2008-09-02 17:14:41 Fractional Brownian motion Fractal landscape Brownian motion Fractal Stochastic calculus Stochastic Statistics Stochastic processes Fractals
10	Semiparametric Regression Analysis of Longitudinal Data Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2007-03-13 22:57:19 Signal processing Covariance and correlation Fractals Fractional Brownian motion Autocorrelation Time series Autoregressive integrated moving average Stationary process Lévy process Statistics Stochastic processes Time series analysis