Basic properties of the Multivariate Fractional Brownian Motion

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Basic properties of the Multivariate Fractional Brownian Motion

6 July 2010

Jean‐François Coeurjolly

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

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Title
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 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 L. Ji Xiaofan Peng 25 1 0 30 Mar 2022
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 $n$ -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 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 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 P. Héas F. Lavancier S. Harouna 91 23 0 22 Feb 2013
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