p-Variation of gaussian processes with stationary increments

p-Variation of gaussian processes with stationary increments

Studia Scientiarum Mathematicarum Hungarica

Saved in:

書目詳細資料
主要作者:	Shao, Q.-M.
其他作者:	MATHEMATICS
格式:	Article
出版:	2014
主題:	Fractional Brownian motion Gaussian processes p-variation
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/103991
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

A note on small ball probability of a Gaussian process with stationary increments
由: Shao, Q.-M.
出版: (2014)

A Gaussian correlation inequality and its applications to the existence of small ball constant
由: Shao, Q.-M.
出版: (2014)

A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS
由: LIM NENG-LI
出版: (2017)

On moduli of continuity for local times of Gaussian processes
由: Csörgo and #x030B;, M., et al.
出版: (2014)

Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
由: Horvàth, L., et al.
出版: (2014)

Asymptotic properties of least squares estimator in local to unity processes with fractional Gaussian noises
由: WANG, Xiaohu, et al.
出版: (2020)

Asymptotic properties of Least Squares Estimator in local to unity processes with fractional Gaussian noises
由: WANG, Xiaohu, et al.
出版: (2023)

Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
由: Kuelbs, J., et al.
出版: (2014)

Finite sample comparison of alternative estimators for fractional Gaussian noise
由: SHI, Shuping, et al.
出版: (2022)

NON-STATIONARY GAUSSIAN PROCESS MODELS FOR DETERMINISTIC AND STOCHASTIC SIMULATION
由: YANG LINCHANG
出版: (2016)

NEW ADVANCES IN BAYESIAN INFERENCE FOR GAUSSIAN PROCESS AND DEEP GAUSSIAN PROCESS MODELS
由: YU HAIBIN
出版: (2020)

Microscopic chaos and Gaussian diffusion processes
由: Chew, L.Y., et al.
出版: (2014)

PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
由: LI DAN
出版: (2015)

VARIATIONAL BAYES METHODS IN GAUSSIAN PROCESS REGRESSION
由: MENSAH DAVID KWAMENA
出版: (2016)

A correlation-based computational model for synthesizing long-range dependent data
由: Li, M., et al.
出版: (2013)

On the optimal forecast with the fractional Brownian motion
由: WANG, Xiaohu, et al.
出版: (2024)

Microscopic Chaos and Gaussian Diffusion Processes
由: CHEW, L. Y., et al.
出版: (2002)

On the spectral density of fractional Ornstein-Uhlenbeck Process: Approximation, Estimation, and Model Comparison
由: SHI, Shuping, et al.
出版: (2023)

Stochastic Calculus for Fractional Brownian Motion and Applications
由: Zhang, T., et al.
出版: (2017)

Latent local-to-unity models
由: Yu, Jun
出版: (2021)

Branching Brownian Motions
由: SHEN JINGYUN
出版: (2013)

MAP approximation to the variational Bayes Gaussian mixture model and application
由: Lim, Kart-Leong, et al.
出版: (2020)

Bounds and estimators of a basic constant in extreme value theory of gaussian processes
由: Shao, Q.-M.
出版: (2014)

SIMULATIONS ON THE BROWNIAN MOTION OF UPCONVERSION NANOPARTICLES IN FLUID
由: HAO XIANGLIN
出版: (2016)

Real-time unstable approach detection using sparse variational Gaussian process
由: Singh, Narendra Pratap, et al.
出版: (2020)

Fast image restoration methods for impulse and Gaussian noises removal
由: Huang, Y.-M., et al.
出版: (2014)

Thermal fluctuations of the optical properties of nanomechanical photonic metamaterials
由: Li, Jinxiang, et al.
出版: (2023)

An investigation into the use of gaussian processes for the analysis of microarray data
由: SIAH KENG BOON
出版: (2010)

ONLINE GAUSSIAN PROCESS FILTERING FOR PERSISTENT ROBOT LOCALIZATION WITH ARBITRARY SENSOR MODALITIES
由: XU NUO
出版: (2017)

On gaussian forms and ternary quadratic form matrices
由: Fabia, Joanna Monica S.
出版: (2006)

PRICING FOREIGN EXCHANGE OPTIONS IN ROUGH VOLATILITY MODELS
由: MEUNIER MATTHIEU RAPHAEL
出版: (2023)

Modulating scalable Gaussian processes for expressive statistical learning
由: Liu, Haitao, et al.
出版: (2022)

The ring of brownian motion: The good, the bad and the simply silly
由: Hanggi, P.
出版: (2014)

Nonstationary Discrete Choice: A Corrigendum and Addendum
由: PHILLIPS, Peter C. B., et al.
出版: (2007)

Overdamped Brownian dynamics in piecewise-defined energy landscapes
由: Gray, Thomas H., et al.
出版: (2021)

Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
由: Wang, Q. Y., et al.
出版: (2009)

Understanding and comparing scalable Gaussian process regression for big data
由: Liu, Haitao, et al.
出版: (2020)

Ship energy consumption prediction with Gaussian process metamodel
由: Yuan, J., et al.
出版: (2022)

Theory of nonequilibrium transport based on a class of chaotic fluctuations
由: CHEW LOCK YUE
出版: (2010)

Predicting shear strength of corroded RC columns: a probabilistic model with enhanced Gaussian Process Regression
由: Yu, Bo, et al.
出版: (2025)