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Date: 2015-09-04 10:25:15Time 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 | C:My DocumentsResearchSeminarsEBP02EBP02fig10.psAdd to Reading ListSource URL: www.monmeetings.orgDownload Document from Source WebsiteFile Size: 591,49 KBShare Document on Facebook |
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Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 AbstractDocID: 1pXAK - View Document | |
Tom LaGatta Publications & Projects Math/Statistical Modeling Publications (3)DocID: 1pgDb - View Document | |
Homogenization driven by a fractional Brownian motion: the shear layer case Tomasz Komorowski∗ Alexei Novikov†DocID: 1lRKP - View Document | |
Statistical Inference Associated with the Fractional Brownian Motion and Related Processes Katsuto Tanaka Gakushuin University, Tokyo, Japan AbstractDocID: 1jezn - View Document |