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Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity
4 references·3 citing·21 second hop
Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity (2012)Continuous Gaussian Multifractional Proce…Selfsimilar Processes (2009)Selfsimilar ProcessesStochastic 2-microlocal analysis (2008)Stochastic 2-microlocal analy…From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions (2006)From $N$ Parameter Fractional…How rich is the class of multifractional Brownian motions? (2005)How rich is the class of mult…Fractal analysis of market (in)efficiency during the COVID-19 (2020)Fractal analysis of market (i…Some sample path properties of multifractional Brownian motion (2015)Some sample path properties o…Multifractional processes in finance (2014)Multifractional processes in …The Generalized Multifractional Brownian Motion (2000)On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (2004)A Set-indexed Fractional Brownian Motion (2006)Brownian Motion and Stochastic Calculus (2007)A Ferguson–Klass–LePage series representation of multistable multifractional motions and related processes (2012)Integration questions related to fractional Brownian motion (2000)Theory and applications of long-range dependence (2003)Cross-correlation of long-range correlated series (2009)Integral representations and properties of operator fractional Brownian motions (2011)MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (2013)The covariance structure of multifractional Brownian motion, with application to long range dependence (2002)PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (2005)White noise-based stochastic calculus with respect to multifractional Brownian motion (2013)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Exponents, Symmetry Groups and Classification of Operator Fractional Brownian Motions (2011)Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques (2013)Stochastic integration for tempered fractional Brownian motion (2014)
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References

  • 2009Selfsimilar Processes146 cited
  • 2005How rich is the class of multifractional Brownian motions?98 cited
  • 2006From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions77 cited
  • 2008Stochastic 2-microlocal analysis25 cited

Cited by

  • 2020Fractal analysis of market (in)efficiency during the COVID-1949 cited
  • 2014Multifractional processes in finance19 cited
  • 2015Some sample path properties of multifractional Brownian motion16 cited

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