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Basic properties of the Multivariate Fractional Brownian Motion
v1v2 (latest)

Basic properties of the Multivariate Fractional Brownian Motion

6 July 2010
P. Amblard
Jean‐François Coeurjolly
F. Lavancier
A. Philippe
ArXiv (abs)PDFHTML

Papers citing "Basic properties of the Multivariate Fractional Brownian Motion"

12 / 12 papers shown
Title
Rate-optimal estimation of mixed semimartingales
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
92
5
0
21 Jul 2022
A feasible central limit theorem for realised covariation of SPDEs in
  the context of functional data
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
F. Benth
Dennis Schroers
Almut E. D. Veraart
40
7
0
08 May 2022
Extreme value theory for a sequence of suprema of a class of Gaussian
  processes with trend
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
L. Ji
Xiaofan Peng
25
1
0
30 Mar 2022
Local Whittle estimation with (quasi-)analytic wavelets
Local Whittle estimation with (quasi-)analytic wavelets
S. Achard
Irène Gannaz
36
1
0
28 Jun 2021
Wavelet eigenvalue regression for $n$-variate operator fractional
  Brownian motion
Wavelet eigenvalue regression for nnn-variate operator fractional Brownian motion
P. Abry
G. Didier
50
25
0
10 Aug 2017
Non-Linear Wavelet Regression and Branch & Bound Optimization for the
  Full Identification of Bivariate Operator Fractional Brownian Motion
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
Jordan Frécon
G. Didier
N. Pustelnik
P. Abry
60
11
0
28 Aug 2016
Two-step wavelet-based estimation for mixed Gaussian fractional
  processes
Two-step wavelet-based estimation for mixed Gaussian fractional processes
P. Abry
G. Didier
Hui Li
39
1
0
18 Jul 2016
Fast and exact simulation of complex-valued stationary Gaussian
  processes through embedding circulant matrix
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean‐François Coeurjolly
Emilio Porcu
38
16
0
01 Apr 2016
Wavelet estimation for operator fractional Brownian motion
Wavelet estimation for operator fractional Brownian motion
P. Abry
G. Didier
101
45
0
24 Jan 2015
Self-similar prior and wavelet bases for hidden incompressible turbulent
  motion
Self-similar prior and wavelet bases for hidden incompressible turbulent motion
P. Héas
F. Lavancier
S. Harouna
91
23
0
22 Feb 2013
Identification of the Multivariate Fractional Brownian Motion
Identification of the Multivariate Fractional Brownian Motion
P. Amblard
Jean‐François Coeurjolly
80
61
0
14 Feb 2011
Wavelet analysis of the multivariate fractional Brownian motion
Wavelet analysis of the multivariate fractional Brownian motion
Jean‐François Coeurjolly
P. Amblard
S. Achard
101
32
0
13 Jul 2010
1