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Multiple stochastic integrals with dependent integrators
3 references·2 citing·16 second hop
Multiple stochastic integrals with dependent integrators (1987)Multiple stochastic integrals with depend…Multiple Wiener-Itô Integrals (1981)Multiple Wiener-Itô IntegralsWeak convergence to fractional brownian motion and to the rosenblatt process (1975)Weak convergence to fractiona…Multiple Wiener Integral (1951)Multiple Wiener IntegralQuadratic variations for the fractional-colored stochastic heat equation (2014)Quadratic variations for the …A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence (1986)A Bibliographical Guide to Se…The Variation of Certain Speculative Prices (1963)Fractional Brownian Motions, Fractional Noises and Applications (1968)The variation of certain speculative prices (1997)Multi-Fractality in Foreign Currency Markets (2002)Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s (1999)Central limit theorems for sequences of multiple stochastic integrals (2005)The Malliavin Calculus and Related Topics (2006)Nonstationary self‐similar Gaussian processes as scaling limits of power‐law shot noise processes and generalizations of fractional Brownian motion (2019)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)Stein’s method on Wiener chaos (2008)Convergence of integrated processes of arbitrary Hermite rank (1979)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Self‐Similar Processes (2004)On bifractional Brownian motion (2005)
this work references cited by second hop

References

  • 1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
  • 1951Multiple Wiener Integral699 cited
  • 1981Multiple Wiener-Itô Integrals171 cited

Cited by

  • 1986A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence103 cited
  • 2014Quadratic variations for the fractional-colored stochastic heat equation29 cited

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