<--- Back to Details
First PageDocument Content
Signal processing / Covariance and correlation / Fractals / Fractional Brownian motion / Autocorrelation / Time series / Autoregressive integrated moving average / Stationary process / Lévy process / Statistics / Stochastic processes / Time series analysis
Date: 2007-03-13 22:57:19
Signal processing
Covariance and correlation
Fractals
Fractional Brownian motion
Autocorrelation
Time series
Autoregressive integrated moving average
Stationary process
Lévy process
Statistics
Stochastic processes
Time series analysis

Semiparametric Regression Analysis of Longitudinal Data

Add to Reading List

Source URL: www.bm.ust.hk

Download Document from Source Website

File Size: 87,17 KB

Share Document on Facebook

Similar Documents

Time series analysis / Probability theory / Statistics / Mathematical analysis / Stochastic processes / Teletraffic / Signal processing / Covariance and correlation / Fractional Brownian motion / Long-range dependence / Autocorrelation / Self-similar process

C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps

DocID: 1qYRd - View Document

Mathematical finance / Statistics / Applied mathematics / Probability / Volatility / Stochastic volatility / Implied volatility / Realized variance / Fractional Brownian motion / Normal distribution

Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract

DocID: 1pXAK - View Document

Stochastic processes / Abstract algebra / Order theory / Data analysis / Topological data analysis / Fractional Brownian motion / Embedding

Tom LaGatta Publications & Projects Math/Statistical Modeling Publications (3)

DocID: 1pgDb - View Document

Homogenization driven by a fractional Brownian motion: the shear layer case Tomasz Komorowski∗ Alexei Novikov†

DocID: 1lRKP - View Document

Statistical Inference Associated with the Fractional Brownian Motion and Related Processes Katsuto Tanaka Gakushuin University, Tokyo, Japan Abstract

DocID: 1jezn - View Document