Balcerek, Michał; Burnecki, Krzysztof Testing of fractional Brownian motion in a noisy environment. (English) Zbl 1495.60022 Chaos Solitons Fractals 140, Article ID 110097, 8 p. (2020). MSC: 60G22 62M10 PDFBibTeX XMLCite \textit{M. Balcerek} and \textit{K. Burnecki}, Chaos Solitons Fractals 140, Article ID 110097, 8 p. (2020; Zbl 1495.60022) Full Text: DOI arXiv
Eliazar, Iddo The Poisson aggregation process. (English) Zbl 1355.60030 Chaos Solitons Fractals 83, 38-53 (2016). MSC: 60F05 60K25 PDFBibTeX XMLCite \textit{I. Eliazar}, Chaos Solitons Fractals 83, 38--53 (2016; Zbl 1355.60030) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N. Detecting multifractal stochastic processes under heavy-tailed effects. (English) Zbl 1348.60064 Chaos Solitons Fractals 65, 78-89 (2014). MSC: 60G35 62M15 37M10 37M05 37N40 PDFBibTeX XMLCite \textit{D. Grahovac} and \textit{N. N. Leonenko}, Chaos Solitons Fractals 65, 78--89 (2014; Zbl 1348.60064) Full Text: DOI