References in zbMATH (referenced in 649 articles , 1 standard article )

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  1. Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad: How does tempering affect the local and global properties of fractional Brownian motion? (2022)
  2. Beran, Jan; Steffens, Britta; Ghosh, Sucharita: On nonparametric regression for bivariate circular long-memory time series (2022)
  3. Bouzebda, Salim; Didi, Sultana: Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (2022)
  4. Dlask, Martin; Kukal, Jaromir: Hurst exponent estimation of fractional surfaces for mammogram images analysis (2022)
  5. Ginovyan, Mamikon S.; Taqqu, Murad S.: Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (2022)
  6. Salcedo-Sanz, S.; Casillas-Pérez, D.; Del Ser, J.; Casanova-Mateo, C.; Cuadra, L.; Piles, M.; Camps-Valls, G.: Persistence in complex systems (2022)
  7. Szarek, Dawid; Maraj-Zygmąt, Katarzyna; Sikora, Grzegorz; Krapf, Diego; Wyłomańska, Agnieszka: Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes (2022)
  8. Tilfani, Oussama; Kristoufek, Ladislav; Ferreira, Paulo; El Boukfaoui, My Youssef: Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (2022)
  9. Wang, Mengjie; Dai, Xinjie; Xiao, Aiguo: Optimal convergence rate of (\theta)-Maruyama method for stochastic Volterra integro-differential equations with Riemann-Liouville fractional Brownian motion (2022)
  10. Wan, Zhonglin; Li, Hongyan; Luo, Yi; Huang, Yirong: A novel Bayesian approach to estimate long memory parameter (2022)
  11. Xu, Chen; Zhang, Ye: Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (2022)
  12. Balcerek, Michał; Burnecki, Krzysztof; Sikora, Grzegorz; Wyłomańska, Agnieszka: Discriminating Gaussian processes via quadratic form statistics (2021)
  13. Beran, Jan; Steffens, Britta; Ghosh, Sucharita: Testing for the expected number of exceedances in strongly dependent seasonal time series (2021)
  14. Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno: Estimating FARIMA models with uncorrelated but non-independent error terms (2021)
  15. Bouzebda, Salim; Didi, Sultana: Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (2021)
  16. Cai, Chunhao; Xiao, Weilin: Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (2021)
  17. Caron, Emmanuel; Dedecker, Jérôme; Michel, Bertrand: Gaussian linear model selection in a dependent context (2021)
  18. Chang, Yen-Ching: An efficient maximum likelihood estimator for two-dimensional fractional Brownian motion (2021)
  19. Fallah, Somayeh; Mehrdoust, Farshid: CEV model equipped with the long-memory (2021)
  20. Ginovyan, M. S.; Sahakyan, A. A.: Statistical estimation for stationary models with tapered data (2021)

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