Gaussian Processes with Volterra Kernels

Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical and numerical algorithms

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Wick calculus in Gaussian analysis

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Large Deviations for the Method of Empirical Means in Stochastic Optimization Problems with Continuous Time Observations

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms