海量图书期刊资源,随时随地畅享阅读乐趣
Stochastic integration for tempered fractional Brownian motionMeerschaert, Mark M.; Sabzikar, Farzad · Stochastic Processes and their Applications · 2014
Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable SubordinatorsKumar, A.; Gajda, J.; Wyłomańska, A.; Połoczański, R. · Methodology and Computing in Applied Probability · 2018
Tempered fractional Brownian and stable motions of second kindSabzikar, Farzad; Surgailis, Donatas · Statistics & Probability Letters · 2017
A strong convergence to the tempered fractional Brownian motionShen, Guangjun; Xia, Liangwen; Zhu, Dongjin · Communications in Statistics - Theory and Methods · 2016
Tempered fractional Brownian motion: wavelet estimation, modeling and testingCooper Boniece, B.; Didier, Gustavo; Sabzikar, Farzad · Applied and Computational Harmonic Analysis · 2019
Localization and Ballistic Diffusion for the Tempered Fractional Brownian–Langevin MotionChen, Yao; Wang, Xudong; Deng, Weihua · Journal of Statistical Physics · 2017
Tempered fractional Langevin-Brownian motion with inverse β-stable subordinatorChen, Yao; Wang, Xudong; Deng, Weihua · Journal of Physics A: Mathematical and Theoretical · 2018
Tempered fractional calculusSabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua · Journal of Computational Physics · 2015
Tempered Fractional Stable MotionMeerschaert, Mark M.; Sabzikar, Farzad · Journal of Theoretical Probability · 2016
Tempered fractional time series model for turbulence in geophysical flowsMeerschaert, Mark M; Sabzikar, Farzad; Phanikumar, Mantha S; Zeleke, Aklilu · Journal of Statistical Mechanics: Theory and Experiment · 2014
Moderate deviations for Hawkes processesZhu, Lingjiong · Statistics & Probability Letters · 2013
Bayesian efficiencyWithers, Christopher S.; Nadarajah, Saralees · Statistics & Probability Letters · 2013
Alpha–Skew–Laplace distributionShams Harandi, S.; Alamatsaz, M.H. · Statistics & Probability Letters · 2013
A multistate monotone system signatureda Costa Bueno, Vanderlei · Statistics & Probability Letters · 2013
A double generalized Pareto distributionNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · Statistics & Probability Letters · 2013
Expansions for bivariate extreme value distributionsNadarajah, Saralees · Statistics & Probability Letters · 2013
Risk measures for skew normal mixturesBernardi, Mauro · Statistics & Probability Letters · 2013
On piecewise linear processesRatanov, Nikita · Statistics & Probability Letters · 2014