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1
Nualart D, Zheng G. Averaging Gaussian functionals. ELECTRON J PROBAB 2020. [DOI: 10.1214/20-ejp453] [Citation(s) in RCA: 8] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
Barboza LA, Viens FG. Parameter estimation of Gaussian stationary processes using the generalized method of moments. Electron J Stat 2017. [DOI: 10.1214/17-ejs1230] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Biermé H, Moisan L, Richard F. A Turning-Band Method for the Simulation of Anisotropic Fractional Brownian Fields. J Comput Graph Stat 2015. [DOI: 10.1080/10618600.2014.946603] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
4
Pham VH. On the rate of convergence for central limit theorems of sojourn times of Gaussian fields. Stoch Process Their Appl 2013. [DOI: 10.1016/j.spa.2013.01.016] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
5
Bertrand PR, Fhima M, Guillin A. Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method. ESAIM-PROBAB STAT 2013. [DOI: 10.1051/ps/2011154] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
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