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Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
Istas, Jacques - In: Statistical Inference for Stochastic Processes 10 (2007) 1, pp. 97-106
Persistent link: https://www.econbiz.de/10005616054
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L <Superscript> p </Superscript>-Loss and Limit Distribution for Predicting Integrals of Some Non-Gaussian Second Order Processes
Istas, Jacques - In: Statistical Inference for Stochastic Processes 6 (2003) 3, pp. 237-246
Persistent link: https://www.econbiz.de/10005616056
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A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
Ayache, Antoine; Bertrand, Pierre; Véhel, Jacques - In: Statistical Inference for Stochastic Processes 10 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10005169109