stationary increment Latest Research Papers

Stationary increment random functions as a basic model for the Allan variance

Series on Advances in Mathematics for Applied Sciences - Advanced Mathematical and Computational Tools in Metrology and Testing XI ◽

10.1142/9789813274303_0033 ◽

2018 ◽

pp. 332-340

Author(s):

T. N. Siraya

Keyword(s):

Allan Variance ◽

Random Functions ◽

Stationary Increment ◽

Basic Model

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Persistence probabilities for stationary increment processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2017.07.016 ◽

2018 ◽

Vol 128 (5) ◽

pp. 1750-1771 ◽

Cited By ~ 6

Author(s):

Frank Aurzada ◽

Nadine Guillotin-Plantard ◽

Françoise Pène

Keyword(s):

Stationary Increment

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Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-017-9156-6 ◽

2017 ◽

Vol 21 (3) ◽

pp. 569-601 ◽

Cited By ~ 8

Author(s):

Tommi Sottinen ◽

Lauri Viitasaari

Keyword(s):

Parameter Estimation ◽

Langevin Equation ◽

Gaussian Noise ◽

Stationary Increment

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Time sensitive analysis of independent and stationary increment processes

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2016.05.063 ◽

2016 ◽

Vol 443 (2) ◽

pp. 817-833 ◽

Cited By ~ 1

Author(s):

Jewgeni H. Dshalalow ◽

Ryan T. White

Keyword(s):

Sensitive Analysis ◽

Stationary Increment

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Representation of stationary and stationary increment processes via Langevin equation and self-similar processes

Statistics & Probability Letters ◽

10.1016/j.spl.2016.03.020 ◽

2016 ◽

Vol 115 ◽

pp. 45-53 ◽

Cited By ~ 6

Author(s):

Lauri Viitasaari

Keyword(s):

Langevin Equation ◽

Stationary Increment ◽

Self Similar

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Characterization of the finite variation property for a class of stationary increment infinitely divisible processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2013.01.014 ◽

2013 ◽

Vol 123 (6) ◽

pp. 1871-1890 ◽

Cited By ~ 4

Author(s):

Andreas Basse-O’Connor ◽

Jan Rosiński

Keyword(s):

Finite Variation ◽

Infinitely Divisible ◽

Stationary Increment ◽

Infinitely Divisible Processes ◽

Variation Property

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A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

Opuscula Mathematica ◽

10.7494/opmath.2013.33.3.395 ◽

2013 ◽

Vol 33 (3) ◽

pp. 395 ◽

Cited By ~ 1

Author(s):

Daniel Alpay ◽

Alon Kipnis

Keyword(s):

White Noise ◽

Stochastic Integration ◽

Stationary Increment ◽

Space Approach ◽

White Noise Space

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Stationary-Increment Variance-Gamma andtModels: Simulation and Parameter Estimation

International Statistical Review ◽

10.1111/j.1751-5823.2008.00044.x ◽

2008 ◽

Vol 76 (2) ◽

pp. 167-186 ◽

Cited By ~ 27

Author(s):

Richard Finlay ◽

Eugene Seneta

Keyword(s):

Parameter Estimation ◽

Variance Gamma ◽

Stationary Increment

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Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach

Methodology And Computing In Applied Probability ◽

10.1007/s11009-005-4523-y ◽

2005 ◽

Vol 7 (3) ◽

pp. 379-400 ◽

Cited By ~ 7

Author(s):

Yuriy Kozachenko ◽

Tommi Sottinen ◽

Olga Vasylyk

Keyword(s):

Series Expansion ◽

Stationary Increment ◽

Self Similar

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On sampling of stationary increment processes

The Annals of Applied Probability ◽

10.1214/105051604000000468 ◽

2004 ◽

Vol 14 (4) ◽

pp. 2016-2037 ◽

Cited By ~ 2

Author(s):

J. M. P. Albin

Keyword(s):

Stationary Increment

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stationary increment
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Stationary increment random functions as a basic model for the Allan variance

Persistence probabilities for stationary increment processes

Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Time sensitive analysis of independent and stationary increment processes

Representation of stationary and stationary increment processes via Langevin equation and self-similar processes

Characterization of the finite variation property for a class of stationary increment infinitely divisible processes

A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

Stationary-Increment Variance-Gamma andtModels: Simulation and Parameter Estimation

Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach

On sampling of stationary increment processes

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stationary incrementRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Stationary increment random functions as a basic model for the Allan variance

Persistence probabilities for stationary increment processes

Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Time sensitive analysis of independent and stationary increment processes

Representation of stationary and stationary increment processes via Langevin equation and self-similar processes

Characterization of the finite variation property for a class of stationary increment infinitely divisible processes

A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

Stationary-Increment Variance-Gamma andtModels: Simulation and Parameter Estimation

Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach

On sampling of stationary increment processes

stationary increment
Recently Published Documents