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Multiple Wiener-Itô Integrals
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Multiple Wiener-Itô Integrals (1981)Multiple Wiener-Itô IntegralsRosenblatt distribution subordinated to Gaussian random fields with long-range dependence (2016)Rosenblatt distribution subor…Wiener integrals, Malliavin calculus and covariance measure structure (2007)Wiener integrals, Malliavin c…Sample path properties of bifractional Brownian motion (2007)Sample path properties of bif…On bifractional Brownian motion (2005)On bifractional Brownian moti…Fractional Ornstein–Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs (2005)Fractional Ornstein–Uhlenbeck…Self‐Similar Processes (2004)Self‐Similar ProcessesBilinear stochastic systems with fractional Brownian motion input (1999)Bilinear stochastic systems w…On Distributions of Multiple Wiener–ITô Integrals (1991)On Distributions of Multiple …Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (1991)Convergence in distribution o…Multiple stochastic integrals with dependent integrators (1987)Multiple stochastic integrals…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)Multiple Wiener Integral (1951)Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Quadratic variations for the fractional-colored stochastic heat equation (2014)Derivatives of Wiener functionals and absolute continuity of induced measures (1980)Generalized stochastic integrals and the malliavin calculus (1986)The Malliavin Calculus and Related Topics (1995)Continuous Martingales and Brownian Motion (1999)Some properties of the sub-fractional Brownian motion (2006)The Malliavin Calculus and Related Topics (2006)A decomposition of the bifractional Brownian motion and some applications (2008)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data. (1993)Central limit theorems for double Poisson integrals (2008)Modeling network traffic using generalized Cauchy process (2008)Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (2011)Convergence of integrated processes of arbitrary Hermite rank (1979)Statistics for Long-Memory Processes. (1996)Fractional Ornstein-Uhlenbeck processes (2003)On the collision local time of sub-fractional Brownian motions (2009)Bifractional Brownian motion: existence and border cases (2015)Brownian motion and stochastic calculus (1991)Brownian Motion and Stochastic Calculus (2007)On the characteristics of a class of Gaussian processes within the white noise space setting (2010)Itô's formula for a sub-fractional Brownian motion (2011)The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (2016)Lévy Processes and Stochastic Calculus (2004)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (2005)Empirical Mode Decomposition, fractional Gaussian noise and Hurst exponent estimation (2006)Generalized Hermite processes, discrete chaos and limit theorems (2014)
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  • 2005On bifractional Brownian motion143 cited
  • 2004Self‐Similar Processes117 cited
  • 1986A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence103 cited
  • 2005Fractional Ornstein–Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs94 cited
  • 2007Sample path properties of bifractional Brownian motion93 cited
  • 2007Wiener integrals, Malliavin calculus and covariance measure structure74 cited
  • 1987Multiple stochastic integrals with dependent integrators57 cited
  • 1991On Distributions of Multiple Wiener–ITô Integrals22 cited
  • 1999Bilinear stochastic systems with fractional Brownian motion input22 cited
  • 2016Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence21 cited
  • 1991Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence21 cited

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