A generalisation of the fractional Brownian field based on non-Euclidean norms
Анотація
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
New copulas based on general partitions-of-unity (part III) — the continuous case
Схоже за: Advanced Statistical Methods and Models · Financial Risk and Volatility Modeling
Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model
Схоже за: Advanced Statistical Methods and Models · Financial Risk and Volatility Modeling
Extreme residuals in regression model. Minimax approach
Схоже за: Advanced Statistical Methods and Models · Financial Risk and Volatility Modeling
Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence
Схоже за: Advanced Statistical Methods and Models · Financial Risk and Volatility Modeling
Minimax estimators of parameters of a regression model
Схоже за: Advanced Statistical Methods and Models · Financial Risk and Volatility Modeling
Approximation of multifractional Brownian motion by absolutely continuous processes
Схоже за: Financial Risk and Volatility Modeling