Chaouch, Hicham; El Maroufy, Hamid; El Omari, Mohamed Statistical inference for models driven by \(n\)-th order fractional Brownian motion. (English) Zbl 07686918 Theory Probab. Math. Stat. 108, 29-43 (2023). MSC: 62F12 60G15 60G18 PDFBibTeX XMLCite \textit{H. Chaouch} et al., Theory Probab. Math. Stat. 108, 29--43 (2023; Zbl 07686918) Full Text: DOI
Ruiz-Medina, M. Dolores Spectral analysis of multifractional LRD functional time series. (English) Zbl 1503.62072 Fract. Calc. Appl. Anal. 25, No. 4, 1426-1458 (2022). MSC: 62M15 62M10 60G10 60G12 60G18 60G20 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina}, Fract. Calc. Appl. Anal. 25, No. 4, 1426--1458 (2022; Zbl 1503.62072) Full Text: DOI
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Li, Ming Multi-fractional generalized Cauchy process and its application to teletraffic. (English) Zbl 07526328 Physica A 550, Article ID 123982, 14 p. (2020). MSC: 82-XX 28A80 60G15 60G18 62M10 60K30 60E07 PDFBibTeX XMLCite \textit{M. Li}, Physica A 550, Article ID 123982, 14 p. (2020; Zbl 07526328) Full Text: DOI
Beran, Jan; Telkmann, Klaus On nonparametric ridge estimation for multivariate long-memory processes. (English) Zbl 1465.62097 Lith. Math. J. 60, No. 3, 291-314 (2020). MSC: 62H12 62J07 62M10 62G07 62G15 60G18 60F17 PDFBibTeX XMLCite \textit{J. Beran} and \textit{K. Telkmann}, Lith. Math. J. 60, No. 3, 291--314 (2020; Zbl 1465.62097) Full Text: DOI
Bai, Shuyang; Owada, Takashi; Wang, Yizao A functional non-central limit theorem for multiple-stable processes with long-range dependence. (English) Zbl 1455.60050 Stochastic Processes Appl. 130, No. 9, 5768-5801 (2020). MSC: 60F17 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 130, No. 9, 5768--5801 (2020; Zbl 1455.60050) Full Text: DOI arXiv
Düker, Marie-Christine Limit theorems in the context of multivariate long-range dependence. (English) Zbl 1450.60027 Stochastic Processes Appl. 130, No. 9, 5394-5425 (2020). MSC: 60F17 62M10 60G10 PDFBibTeX XMLCite \textit{M.-C. Düker}, Stochastic Processes Appl. 130, No. 9, 5394--5425 (2020; Zbl 1450.60027) Full Text: DOI arXiv
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1464.60032 J. Theor. Probab. 33, No. 3, 1691-1714 (2020). MSC: 60G15 60H05 60G18 PDFBibTeX XMLCite \textit{J. Gairing} et al., J. Theor. Probab. 33, No. 3, 1691--1714 (2020; Zbl 1464.60032) Full Text: DOI arXiv
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao From infinite urn schemes to self-similar stable processes. (English) Zbl 1434.60105 Stochastic Processes Appl. 130, No. 4, 2471-2487 (2020). MSC: 60F17 60G18 60G52 PDFBibTeX XMLCite \textit{O. Durieu} et al., Stochastic Processes Appl. 130, No. 4, 2471--2487 (2020; Zbl 1434.60105) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Limit theorems for long-memory flows on Wiener chaos. (English) Zbl 1466.60072 Bernoulli 26, No. 2, 1473-1503 (2020). MSC: 60G10 28D05 60F05 60G15 60G18 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Bernoulli 26, No. 2, 1473--1503 (2020; Zbl 1466.60072) Full Text: DOI Euclid
Surgailis, Donatas Anisotropic scaling limits of long-range dependent random fields. (English) Zbl 1456.60123 Lith. Math. J. 59, No. 4, 595-615 (2019). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{D. Surgailis}, Lith. Math. J. 59, No. 4, 595--615 (2019; Zbl 1456.60123) Full Text: DOI
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv
Skorniakov, V. On a covariance structure of some subset of self-similar Gaussian processes. (English) Zbl 1478.60115 Stochastic Processes Appl. 129, No. 6, 1903-1920 (2019). MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{V. Skorniakov}, Stochastic Processes Appl. 129, No. 6, 1903--1920 (2019; Zbl 1478.60115) Full Text: DOI arXiv
Abry, Patrice; Didier, Gustavo Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion. (English) Zbl 1397.62291 J. Multivariate Anal. 168, 75-104 (2018). MSC: 62M10 60G18 60G22 62M15 PDFBibTeX XMLCite \textit{P. Abry} and \textit{G. Didier}, J. Multivariate Anal. 168, 75--104 (2018; Zbl 1397.62291) Full Text: DOI arXiv
Liu, Junfeng; Tang, Donglei; Cang, Yuquan Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus. (English) Zbl 1369.60023 Commun. Stat., Theory Methods 46, No. 7, 3276-3289 (2017). MSC: 60G22 60F05 60H05 60H07 60G18 62F12 PDFBibTeX XMLCite \textit{J. Liu} et al., Commun. Stat., Theory Methods 46, No. 7, 3276--3289 (2017; Zbl 1369.60023) Full Text: DOI
Shen, Guangjun; Yu, Qian An optimal approximation of Rosenblatt sheet by multiple Wiener integrals. (English) Zbl 1368.60058 Mediterr. J. Math. 14, No. 2, Paper No. 36, 21 p. (2017). MSC: 60H05 60G18 PDFBibTeX XMLCite \textit{G. Shen} and \textit{Q. Yu}, Mediterr. J. Math. 14, No. 2, Paper No. 36, 21 p. (2017; Zbl 1368.60058) Full Text: DOI arXiv
Kawai, Reiichiro Higher order fractional stable motion: hyperdiffusion with heavy tails. (English) Zbl 1355.60050 J. Stat. Phys. 165, No. 1, 126-152 (2016). MSC: 60G22 60G52 60J60 60G18 60G17 60F05 65C50 PDFBibTeX XMLCite \textit{R. Kawai}, J. Stat. Phys. 165, No. 1, 126--152 (2016; Zbl 1355.60050) Full Text: DOI
Shen, Guangjun; Yin, Xiuwei; Yan, Litan Approximation of the Rosenblatt sheet. (English) Zbl 1346.60022 Mediterr. J. Math. 13, No. 4, 2215-2227 (2016). MSC: 60F05 60F17 60G42 60G15 60G18 PDFBibTeX XMLCite \textit{G. Shen} et al., Mediterr. J. Math. 13, No. 4, 2215--2227 (2016; Zbl 1346.60022) Full Text: DOI
Maleki, Y.; Rezakhah, S. The scale invariant Wigner spectrum estimation of Gaussian locally self-similar processes. (English) Zbl 1343.62079 Commun. Stat., Theory Methods 44, No. 23, 4983-5004 (2015). MSC: 62M15 60G15 60G18 PDFBibTeX XMLCite \textit{Y. Maleki} and \textit{S. Rezakhah}, Commun. Stat., Theory Methods 44, No. 23, 4983--5004 (2015; Zbl 1343.62079) Full Text: DOI arXiv
Barczy, Mátyás; Kern, Peter; Pap, Gyula Dilatively stable stochastic processes and aggregate similarity. (English) Zbl 1335.60055 Aequationes Math. 89, No. 6, 1485-1507 (2015). MSC: 60G18 60G52 60G22 60G51 39B05 PDFBibTeX XMLCite \textit{M. Barczy} et al., Aequationes Math. 89, No. 6, 1485--1507 (2015; Zbl 1335.60055) Full Text: DOI arXiv
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{C. Tudor}, J. Multivariate Anal. 131, 1--16 (2014; Zbl 1298.60045) Full Text: DOI arXiv
Baek, Changryong; Pipiras, Vladas On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. (English) Zbl 1349.62391 Electron. J. Stat. 8, No. 1, 931-964 (2014). MSC: 62M10 62G10 60G18 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, Electron. J. Stat. 8, No. 1, 931--964 (2014; Zbl 1349.62391) Full Text: DOI Euclid
Albeverio, Sergio; Kawasaki, Shuji On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale. (English) Zbl 1302.60067 Osaka J. Math. 51, No. 1, 1-39 (2014). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G22 65T60 60F05 60G18 60G15 62F03 62J10 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{S. Kawasaki}, Osaka J. Math. 51, No. 1, 1--39 (2014; Zbl 1302.60067) Full Text: Euclid
Estrada Vargas, Leopoldo; Torres Roman, Deni; Toral Cruz, Homer A study of wavelet analysis and data extraction from second-order self-similar time series. (English) Zbl 1296.62165 Math. Probl. Eng. 2013, Article ID 102834, 14 p. (2013). MSC: 62M10 60G18 94A05 PDFBibTeX XMLCite \textit{L. Estrada Vargas} et al., Math. Probl. Eng. 2013, Article ID 102834, 14 p. (2013; Zbl 1296.62165) Full Text: DOI
Conti, P. L.; De Giovanni, L.; Naldi, M. Estimation of traffic matrices in the presence of long memory traffic. (English) Zbl 1420.62507 Stat. Model. 12, No. 1, 29-65 (2012). MSC: 62P30 90B20 90B15 62M15 62F12 62H12 60G18 60G35 PDFBibTeX XMLCite \textit{P. L. Conti} et al., Stat. Model. 12, No. 1, 29--65 (2012; Zbl 1420.62507) Full Text: DOI
Baek, Changryong; Pipiras, Vladas Statistical tests for a single change in mean against long-range dependence. (English) Zbl 1300.62065 J. Time Ser. Anal. 33, No. 1, 131-151 (2012). MSC: 62M10 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, J. Time Ser. Anal. 33, No. 1, 131--151 (2012; Zbl 1300.62065) Full Text: DOI
Hernández-Orallo, Enrique; Vila-Carbó, Joan On the nature and impact of self-similarity in real-time systems. (English) Zbl 1243.68110 Real-Time Syst. 48, No. 3, 294-319 (2012). MSC: 68M20 PDFBibTeX XMLCite \textit{E. Hernández-Orallo} and \textit{J. Vila-Carbó}, Real-Time Syst. 48, No. 3, 294--319 (2012; Zbl 1243.68110) Full Text: DOI Link
Jørgensen, Bent; Martínez, José R.; Demétrio, Clarice G. B. Self-similarity and Lamperti convergence for families of stochastic processes. (English) Zbl 1311.60041 Lith. Math. J. 51, No. 3, 342-361 (2011). Reviewer: Enzo Orsingher (Roma) MSC: 60G18 60G22 60G51 60F05 PDFBibTeX XMLCite \textit{B. Jørgensen} et al., Lith. Math. J. 51, No. 3, 342--361 (2011; Zbl 1311.60041) Full Text: DOI arXiv
Abry, Patrice; Helgason, Hannes; Pipiras, Vladas Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter. (English) Zbl 1294.62185 Lith. Math. J. 51, No. 3, 287-302 (2011). MSC: 62M10 62G05 42C40 60G18 60G22 PDFBibTeX XMLCite \textit{P. Abry} et al., Lith. Math. J. 51, No. 3, 287--302 (2011; Zbl 1294.62185) Full Text: DOI
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A. Maximum-likelihood estimators and random walks in long memory models. (English) Zbl 1229.62112 Statistics 45, No. 4, 361-374 (2011). MSC: 62M09 60G18 60G50 62M05 65C60 62F12 PDFBibTeX XMLCite \textit{K. Bertin} et al., Statistics 45, No. 4, 361--374 (2011; Zbl 1229.62112) Full Text: DOI arXiv Link
Li, Wen; Yu, Cindy; Carriquiry, Alicia; Kliemann, Wolfgang The asymptotic behavior of the R/S statistic for fractional Brownian motion. (English) Zbl 1206.62152 Stat. Probab. Lett. 81, No. 1, 83-91 (2011). MSC: 62M10 60G18 PDFBibTeX XMLCite \textit{W. Li} et al., Stat. Probab. Lett. 81, No. 1, 83--91 (2011; Zbl 1206.62152) Full Text: DOI
Psaradakis, Zacharias On inference based on the one-sample sign statistic for long-range dependent data. (English) Zbl 1224.62011 Comput. Stat. 25, No. 2, 329-340 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62G20 62G09 60G10 60G18 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Comput. Stat. 25, No. 2, 329--340 (2010; Zbl 1224.62011) Full Text: DOI
Cheong, Chin Wen Self-similarity in financial markets: a fractionally integrated approach. (English) Zbl 1201.91224 Math. Comput. Modelling 52, No. 3-4, 459-471 (2010). MSC: 91G70 62M10 60G18 PDFBibTeX XMLCite \textit{C. W. Cheong}, Math. Comput. Modelling 52, No. 3--4, 459--471 (2010; Zbl 1201.91224) Full Text: DOI
Bardet, J.-M.; Tudor, C. A. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. (English) Zbl 1203.60043 Stochastic Processes Appl. 120, No. 12, 2331-2362 (2010). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J. M. Bardet} and \textit{C. A. Tudor}, Stochastic Processes Appl. 120, No. 12, 2331--2362 (2010; Zbl 1203.60043) Full Text: DOI arXiv
Tsay, Wen-Jen Maximum likelihood estimation of stationary multivariate ARFIMA processes. (English) Zbl 1395.62261 J. Stat. Comput. Simulation 80, No. 7, 729-745 (2010). MSC: 62M09 62M10 60G18 PDFBibTeX XMLCite \textit{W.-J. Tsay}, J. Stat. Comput. Simulation 80, No. 7, 729--745 (2010; Zbl 1395.62261) Full Text: DOI
Rotundo, Giulia; Cerqueti, Roy Options with underlying asset driven by a fractional Brownian motion: crossing barriers estimates. (English) Zbl 1202.91326 New Math. Nat. Comput. 6, No. 1, 109-118 (2010). MSC: 91G20 60G18 91G60 PDFBibTeX XMLCite \textit{G. Rotundo} and \textit{R. Cerqueti}, New Math. Nat. Comput. 6, No. 1, 109--118 (2010; Zbl 1202.91326) Full Text: DOI
Chronopoulou, Alexandra; Viens, Frederi G.; Tudor, Ciprian A. Variations and Hurst index estimation for a Rosenblatt process using longer filters. (English) Zbl 1326.60046 Electron. J. Stat. 3, 1393-1435 (2009). MSC: 60G18 60F05 60G22 60H07 62E20 62F12 PDFBibTeX XMLCite \textit{A. Chronopoulou} et al., Electron. J. Stat. 3, 1393--1435 (2009; Zbl 1326.60046) Full Text: DOI arXiv Euclid
Tudor, Ciprian A.; Viens, Frederi G. Variations and estimators for self-similarity parameters via Malliavin calculus. (English) Zbl 1196.60036 Ann. Probab. 37, No. 6, 2093-2134 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60G18 60H07 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{F. G. Viens}, Ann. Probab. 37, No. 6, 2093--2134 (2009; Zbl 1196.60036) Full Text: DOI arXiv
Baek, Changryong; Pipiras, Vladas Long range dependence, unbalanced Haar wavelet transformation and changes in local mean level. (English) Zbl 1157.42312 Int. J. Wavelets Multiresolut. Inf. Process. 7, No. 1, 23-58 (2009). MSC: 42C40 60G18 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, Int. J. Wavelets Multiresolut. Inf. Process. 7, No. 1, 23--58 (2009; Zbl 1157.42312) Full Text: DOI
Pérez, D. G.; Zunino, L.; Martín, M. T.; Garavaglia, M.; Plastino, A.; Rosso, O. A. Model-free stochastic processes studied with \(q\)-wavelet-based informational tools. (English) Zbl 1203.94020 Phys. Lett., A 364, No. 3-4, 259-266 (2007). MSC: 94A11 60G99 42C40 PDFBibTeX XMLCite \textit{D. G. Pérez} et al., Phys. Lett., A 364, No. 3--4, 259--266 (2007; Zbl 1203.94020) Full Text: DOI
Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. Self-similarity and Lamperti transformation for random fields. (English) Zbl 1125.60046 Stoch. Models 23, No. 3, 397-411 (2007). MSC: 60G60 60G18 PDFBibTeX XMLCite \textit{M. G. Genton} et al., Stoch. Models 23, No. 3, 397--411 (2007; Zbl 1125.60046) Full Text: DOI Link
Purczyński, Jan; Włodarski, Przemysław On fast generation of fractional Gaussian noise. (English) Zbl 1445.60007 Comput. Stat. Data Anal. 50, No. 10, 2537-2551 (2006). MSC: 60-08 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{J. Purczyński} and \textit{P. Włodarski}, Comput. Stat. Data Anal. 50, No. 10, 2537--2551 (2006; Zbl 1445.60007) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S. LASS: a tool for the local analysis of self-similarity. (English) Zbl 1445.62240 Comput. Stat. Data Anal. 50, No. 9, 2447-2471 (2006). MSC: 62M10 60G15 60G18 62M09 94A12 PDFBibTeX XMLCite \textit{S. Stoev} et al., Comput. Stat. Data Anal. 50, No. 9, 2447--2471 (2006; Zbl 1445.62240) Full Text: DOI DOI
Samorodnitsky, Gennady Long memory and self-similar processes. (English) Zbl 1255.60060 Ann. Fac. Sci. Toulouse, Math. (6) 15, No. 1, 107-123 (2006). MSC: 60G18 60E07 PDFBibTeX XMLCite \textit{G. Samorodnitsky}, Ann. Fac. Sci. Toulouse, Math. (6) 15, No. 1, 107--123 (2006; Zbl 1255.60060) Full Text: DOI Numdam EuDML
Moklyachuk, Mikhail P.; Zrazhevsky, Aleksey G. Long-range dependence of time series for MSFT data of the prices of shares and returns. (English) Zbl 1117.62097 Random Oper. Stoch. Equ. 14, No. 4, 393-403 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M10 62P05 62M09 91B28 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{A. G. Zrazhevsky}, Random Oper. Stoch. Equ. 14, No. 4, 393--403 (2006; Zbl 1117.62097) Full Text: DOI
Finlay, Richard; Seneta, Eugene Stationary-increment Student and variance-gamma processes. (English) Zbl 1103.62103 J. Appl. Probab. 43, No. 2, 441-453 (2006). Reviewer: Andrew Olenko (Kyïv) MSC: 62P05 62M10 60G18 60G10 PDFBibTeX XMLCite \textit{R. Finlay} and \textit{E. Seneta}, J. Appl. Probab. 43, No. 2, 441--453 (2006; Zbl 1103.62103) Full Text: DOI
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K. Fractional Laplace motion. (English) Zbl 1100.60017 Adv. Appl. Probab. 38, No. 2, 451-464 (2006). Reviewer: Uta Freiberg (Canberra) MSC: 60G18 60E07 60G07 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Adv. Appl. Probab. 38, No. 2, 451--464 (2006; Zbl 1100.60017) Full Text: DOI
De Giovanni, Livia; Naldi, Maurizio Comparative evaluation of semiparametric long-memory estimators. (English) Zbl 1101.62021 J. Stat. Comput. Simulation 76, No. 7, 645-654 (2006). MSC: 62G05 62M09 90B18 62B10 94A12 PDFBibTeX XMLCite \textit{L. De Giovanni} and \textit{M. Naldi}, J. Stat. Comput. Simulation 76, No. 7, 645--654 (2006; Zbl 1101.62021) Full Text: DOI
Kozachenko, Yuriy; Sottinen, Tommi; Vasylyk, Olga Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach. (English) Zbl 1082.60512 Methodol. Comput. Appl. Probab. 7, No. 3, 379-400 (2005). MSC: 60G18 60G15 68U20 33C10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Methodol. Comput. Appl. Probab. 7, No. 3, 379--400 (2005; Zbl 1082.60512) Full Text: DOI
Gorostiza, Luis G.; Navarro, Reyla; Rodrigues, Eliane R. Some long-range dependence processes arising from fluctuations of particle systems. (English) Zbl 1067.60013 Acta Appl. Math. 86, No. 3, 285-308 (2005). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60G15 60G18 60F17 60G20 60J80 PDFBibTeX XMLCite \textit{L. G. Gorostiza} et al., Acta Appl. Math. 86, No. 3, 285--308 (2005; Zbl 1067.60013) Full Text: DOI
Nielsen, Morten Ørregaard Local empirical spectral measure of multivariate processes with long range dependence. (English) Zbl 1075.60031 Stochastic Processes Appl. 109, No. 1, 145-166 (2004). Reviewer: Jiří Anděl (Praha) MSC: 60G18 62M15 60F17 PDFBibTeX XMLCite \textit{M. Ø. Nielsen}, Stochastic Processes Appl. 109, No. 1, 145--166 (2004; Zbl 1075.60031) Full Text: DOI
Ayache, Antoine; Lévy Véhel, Jacques On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion. (English) Zbl 1079.60029 Stochastic Processes Appl. 111, No. 1, 119-156 (2004). MSC: 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 111, No. 1, 119--156 (2004; Zbl 1079.60029) Full Text: DOI Link
Jeong, Hae-Duck J.; Pawlikowski, K.; McNickle, D. C. Generation of self-similar processes for simulation studies of telecommunication networks. (English) Zbl 1065.90008 Math. Comput. Modelling 38, No. 11-12, 1249-1257 (2003). MSC: 90B18 60G18 90B15 PDFBibTeX XMLCite \textit{H.-D. J. Jeong} et al., Math. Comput. Modelling 38, No. 11--12, 1249--1257 (2003; Zbl 1065.90008) Full Text: DOI
Gefferth, A.; Veitch, D.; Maricza, I.; Molnár, S.; Ruzsa, I. The nature of discrete second-order self-similarity. (English) Zbl 1040.60030 Adv. Appl. Probab. 35, No. 2, 395-416 (2003). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G18 60G10 60G12 PDFBibTeX XMLCite \textit{A. Gefferth} et al., Adv. Appl. Probab. 35, No. 2, 395--416 (2003; Zbl 1040.60030) Full Text: DOI
Li, Ming; Zhao, Wei; Jia, Weijia; Long, Dongyang; Chi, Chi-Hung Modeling autocorrelation functions of self-similar teletraffic in communication networks based on optimal approximation in Hilbert space. (English) Zbl 1023.90007 Appl. Math. Modelling 27, No. 3, 155-168 (2003). MSC: 90B18 90B20 46N10 PDFBibTeX XMLCite \textit{M. Li} et al., Appl. Math. Modelling 27, No. 3, 155--168 (2003; Zbl 1023.90007) Full Text: DOI
Meyer, Yves; Sellan, Fabrice; Taqqu, Murad S. Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion. (English) Zbl 0948.60026 J. Fourier Anal. Appl. 5, No. 5, 465-494 (1999). Reviewer: Yimin Xiao (Redmond) MSC: 60G18 42C40 41A58 60F15 60J65 PDFBibTeX XMLCite \textit{Y. Meyer} et al., J. Fourier Anal. Appl. 5, No. 5, 465--494 (1999; Zbl 0948.60026) Full Text: DOI EuDML
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter A critical look at Lo’s modified \(R/S\) statistic. (English) Zbl 1044.60508 J. Stat. Plann. Inference 80, No. 1-2, 211-227 (1999). MSC: 60G18 62A09 PDFBibTeX XMLCite \textit{V. Teverovsky} et al., J. Stat. Plann. Inference 80, No. 1--2, 211--227 (1999; Zbl 1044.60508) Full Text: DOI
Beran, Jan Statistics for long-memory processes. (English) Zbl 0869.60045 Monographs on Statistics and Applied Probability. 61. London: Chapman & Hall. x, 315 p. (1994). Reviewer: J.C.Abril (Tucuman) MSC: 60G99 60-02 60G18 60G10 PDFBibTeX XMLCite \textit{J. Beran}, Statistics for long-memory processes. London: Chapman \& Hall (1994; Zbl 0869.60045)