Mies, Fabian; Podolskij, Mark Estimation of mixed fractional stable processes using high-frequency data. (English) Zbl 07783527 Ann. Stat. 51, No. 5, 1946-1964 (2023). MSC: 62M05 60G51 60G22 60F05 62F12 PDFBibTeX XMLCite \textit{F. Mies} and \textit{M. Podolskij}, Ann. Stat. 51, No. 5, 1946--1964 (2023; Zbl 07783527) Full Text: DOI arXiv Link
Leipus, Remigijus; Pilipauskaitė, Vytautė; Surgailis, Donatas Aggregation of network traffic and anisotropic scaling of random fields. (English) Zbl 07686921 Theory Probab. Math. Stat. 108, 77-126 (2023). MSC: 62M10 60G22 60G15 60G18 60G52 60H05 PDFBibTeX XMLCite \textit{R. Leipus} et al., Theory Probab. Math. Stat. 108, 77--126 (2023; Zbl 07686921) Full Text: DOI arXiv
Yang, Luxuan; Gao, Ting; Lu, Yubin; Duan, Jinqiao; Liu, Tao Neural network stochastic differential equation models with applications to financial data forecasting. (English) Zbl 07666006 Appl. Math. Modelling 115, 279-299 (2023). MSC: 62M10 91G70 PDFBibTeX XMLCite \textit{L. Yang} et al., Appl. Math. Modelling 115, 279--299 (2023; Zbl 07666006) Full Text: DOI arXiv
Gajda, Janusz; Wylomanska, Agnieszka; Kumar, Arun Fractional Lévy stable motion time-changed by gamma subordinator. (English) Zbl 07529901 Commun. Stat., Theory Methods 48, No. 24, 5953-5968 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Gajda} et al., Commun. Stat., Theory Methods 48, No. 24, 5953--5968 (2019; Zbl 07529901) Full Text: DOI
Kelly, James F.; Li, Cheng-Gang; Meerschaert, Mark M. Anomalous diffusion with ballistic scaling: a new fractional derivative. (English) Zbl 06867150 J. Comput. Appl. Math. 339, 161-178 (2018). MSC: 35R11 26A33 60E07 60-02 82C31 PDFBibTeX XMLCite \textit{J. F. Kelly} et al., J. Comput. Appl. Math. 339, 161--178 (2018; Zbl 06867150) Full Text: DOI