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Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions
2 references·1 citing·10 second hop
Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions (2003)Small Ball Constants and Tight Eigenvalue…Existence of small ball constants for fractional Brownian motions (1998)Existence of small ball const…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes (2005)Logarithmic L2-Small Ball Asy…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)Mixed Fractional Brownian Motion (2001)Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process (2002)Fractional Ornstein-Uhlenbeck processes (2003)Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators (2002)A Gaussian correlation inequality and its applications to the existence of small ball constant (2003)Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion (2003)
this work references cited by second hop

References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 1998Existence of small ball constants for fractional Brownian motions59 cited

Cited by

  • 2005Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes24 cited

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