Author:
Frezza Massimiliano,Bianchi Sergio,Pianese Augusto
Reference44 articles.
1. Market models, a guide to financial data analysis;Alexander,2001
2. Continuous gaussian multifractional processes with random pointwise Hölder regularity;Ayache;Journal of Theoretical Probability,2013
3. Identification of the hurst index of a step fractional brownian motion;Benassi;Statistical Inference for Stochastic Processes,2000
4. Identifying the multifractional function of a gaussian process;Benassi;Statistics and Probability Letters,1998
5. Elliptic gaussian non random processes;Benassi;Revista Mathematica Iberoamerican,1997
Cited by
30 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