Spectral analysis of multi-dimensional self-similar Markov processes-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Spectral analysis of multi-dimensional self-similar Markov processes

Published:2010-03-08 Issue:12 Volume:43 Page:125004
ISSN:1751-8113
Container-title:Journal of Physics A: Mathematical and Theoretical
language:
Short-container-title:J. Phys. A: Math. Theor.

Author:

Modarresi N,Rezakhah S

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

Reference14 articles.

1. Scale invariances and Lamperti transformations for stochastic processes

2. Stochastic discrete scale invariance

3. On a Criterion for Gaussian Random Processes to Be Markovian

4. Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes

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. Multi-scale invariant fields: estimation and prediction;Journal of Statistical Mechanics: Theory and Experiment;2020-07-14

2. Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions;Journal of Theoretical Probability;2017-12-21

3. Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift;Fluctuation and Noise Letters;2017-11-21

4. Innovative methods for modeling of scale invariant processes;Communications in Statistics - Theory and Methods;2017-10-13

5. Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra;Journal of Statistical Physics;2016-05-23

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP