SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spherical and Hyperbolic Fractional Brownian Motion
1 references·4 citing·17 second hop
Spherical and Hyperbolic Fractional Brownian Motion (2005)Spherical and Hyperbolic Fractional Brown…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …30 Years of space–time covariance functions (2020)30 Years of space–time covari…Modeling temporally evolving and spatially globally dependent data (2018)Modeling temporally evolving …Representation Formulae for the Fractional Brownian Motion (2010)Representation Formulae for t…Extremes of independent Gaussian processes (2010)Extremes of independent Gauss…A Spectral Representation for Max-stable Processes (1984)Extreme Values, Regular Variation and Point Processes (1987)Stationary max-stable fields associated to negative definite functions (2009)Generalized Pickands constants and stationary max-stable processes (2017)The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Interpolation of Spatial Data (1999)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Hierarchical Modeling and Analysis for Spatial Data (2014)Statistics for Spatio‐Temporal Data (2012)Stochastic Analysis of the Fractional Brownian Motion (1999)Fractional Ornstein-Uhlenbeck processes (2003)Distribution dependent SDEs driven by additive fractional Brownian motion (2022)Deep Curve-Dependent PDEs for Affine Rough Volatility (2023)Functional central limit theorems for rough volatility (2024)
this work references cited by second hop

References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited

Cited by

  • 202030 Years of space–time covariance functions98 cited
  • 2018Modeling temporally evolving and spatially globally dependent data75 cited
  • 2010Extremes of independent Gaussian processes56 cited
  • 2010Representation Formulae for the Fractional Brownian Motion50 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work