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  2023 Latin American Journal of Probability and Mathematical Statistics article Economics, Econometrics and Finance Complex Systems and Time Series Analysis Open access

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13 results

• Stochastic Models That Separate Fractal Dimension and the Hurst Effect

  2004 SIAM Review article Economics, Econometrics and Finance Complex Systems and Time Series Analysis Open access

  454

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• Elliptic gaussian random processes

  1997 Revista Matemática Iberoamericana article Mathematics Mathematical Analysis and Transform Methods Open access

  419

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• Gaussian sample functions and the Hausdorff dimension of level crossings

  1970 Probability Theory and Related Fields article Mathematics Stochastic processes and statistical mechanics Open access

  149

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• Multifractional processes with random exponent

  2005 Publicacions Matemàtiques article Mathematics Fractional Differential Equations Solutions Open access

  111

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• How rich is the class of multifractional Brownian motions?

  2005 Stochastic Processes and their Applications article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

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  2006 Rocky Mountain Journal of Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

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  2017 Nonlinear processes in geophysics article Mathematics Fractional Differential Equations Solutions Open access

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• Frechet Differentiability, $p$-Variation and Uniform Donsker Classes

  1992 The Annals of Probability article Mathematics Probability and Statistical Research Open access

  48

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• Nonparametric estimation of the local Hurst function of multifractional Gaussian processes

  2012 Stochastic Processes and their Applications article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  42

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  2007 Stochastic Processes and their Applications article Mathematics Fractional Differential Equations Solutions Open access

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  2013 Nonlinear processes in geophysics article Economics, Econometrics and Finance Complex Systems and Time Series Analysis Open access

  22

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  2012 Journal of Theoretical Probability article Economics, Econometrics and Finance Stochastic processes and financial applications

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  2003 Handbook of statistics book-chapter Mathematics Mathematical Analysis and Transform Methods

  21

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  2013 Stochastic Processes and their Applications article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  18

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  2017 Electronic Journal of Statistics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

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• W2962950172

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  0

  citations