Mixtures of higher-order fractional Brownian motions

Author:

El Omari Mohamed1

Affiliation:

1. Department of Applied Mathematics, Faculty of Sciences and Techniques, Beni-Mellal, Morocco

Publisher

Informa UK Limited

Subject

Statistics and Probability

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On the nth-order subfractional Brownian motion;Hacettepe Journal of Mathematics and Statistics;2023-12-31

2. Cubature Method for Stochastic Volterra Integral Equations;SIAM Journal on Financial Mathematics;2023-10-10

3. On the Gaussian Volterra processes with power-type kernels;Stochastic Models;2023-05-19

4. Statistical inference for models driven by -th order fractional Brownian motion;Theory of Probability and Mathematical Statistics;2023-05-02

5. Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift;Journal of the Korean Statistical Society;2023-03-14

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