Oscillating Gaussian processes
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DOI: 10.1007/s11203-020-09212-6
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- Hu, Yaozhong & Nualart, David & Song, Xiaoming, 2008. "A singular stochastic differential equation driven by fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2075-2085, October.
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- Tommi Sottinen & Lauri Viitasaari, 2018. "Parameter estimation for the Langevin equation with stationary-increment Gaussian noise," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 569-601, October.
- Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil, 2014. "Necessary and sufficient conditions for Hölder continuity of Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 230-235.
- Shuyang Bai & Murad S. Taqqu, 2013. "Multivariate Limit Theorems In The Context Of Long-Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(6), pages 717-743, November.
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- Héctor Araya & Meryem Slaoui & Soledad Torres, 2022. "Bayesian inference for fractional Oscillating Brownian motion," Computational Statistics, Springer, vol. 37(2), pages 887-907, April.
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Keywords
Gaussian processes; Oscillating processes; Stationarity; Self-similarity; Parameter estimation; Central limit theorem;All these keywords.
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