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Volumn 80, Issue 1, 1999, Pages 123-135

Stochastic models for fractal processes

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EID: 0033175486     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00246-8     Document Type: Article
Times cited : (18)

References (19)
  • 1
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    • Allan, D.W.1
  • 2
    • 0002599403 scopus 로고
    • Parameter estimation of random fields with long-range dependence
    • Anh, V.V., Lunney, K.E., 1995. Parameter estimation of random fields with long-range dependence. Math. Comput. Modelling 21, 67-77.
    • (1995) Math. Comput. Modelling , vol.21 , pp. 67-77
    • Anh, V.V.1    Lunney, K.E.2
  • 4
    • 0040151359 scopus 로고    scopus 로고
    • Strong convergence of stochastic Taylor expansions of two-parameter random fields
    • Anh, V.V., Huang, Y., Kloeden, P.E., 1997. Strong convergence of stochastic Taylor expansions of two-parameter random fields. Stochastic Anal. Appl. 15, 137-149.
    • (1997) Stochastic Anal. Appl. , vol.15 , pp. 137-149
    • Anh, V.V.1    Huang, Y.2    Kloeden, P.E.3
  • 5
    • 84972520545 scopus 로고
    • Statistical models for data with long-range dependence
    • Beran, J., 1992. Statistical models for data with long-range dependence. Statist. Sci. 7, 404-427.
    • (1992) Statist. Sci. , vol.7 , pp. 404-427
    • Beran, J.1
  • 6
    • 84972535818 scopus 로고
    • Gaussian sample functions: Uniform dimension and Hölder conditions nowhere
    • Berman, S.M., 1972. Gaussian sample functions: Uniform dimension and Hölder conditions nowhere. Nagoya Math. J. 46, 63-86.
    • (1972) Nagoya Math. J. , vol.46 , pp. 63-86
    • Berman, S.M.1
  • 7
    • 0028193532 scopus 로고
    • Multifractal characterizations of nonstationarity and intermittency in geophysical fields: Observed, retrieved, or simulated
    • Davis, A., Marshak, A., Wiscombe, W., Cahalan, R., 1994. Multifractal characterizations of nonstationarity and intermittency in geophysical fields: observed, retrieved, or simulated. J. Geophys. Res. 99, 8055-8072.
    • (1994) J. Geophys. Res. , vol.99 , pp. 8055-8072
    • Davis, A.1    Marshak, A.2    Wiscombe, W.3    Cahalan, R.4
  • 9
    • 84986759400 scopus 로고
    • The estimation and application of long-memory time series models
    • Geweke, J., Porter-Hudak, S., 1983. The estimation and application of long-memory time series models. J. Time Series Anal. 4, 221-238.
    • (1983) J. Time Series Anal. , vol.4 , pp. 221-238
    • Geweke, J.1    Porter-Hudak, S.2
  • 10
    • 0002620464 scopus 로고
    • Itô formula for two-parameter stochastic integrals
    • Gikman, I.I., 1976. Itô formula for two-parameter stochastic integrals. Theory of Random Processes 4, 40-18.
    • (1976) Theory of Random Processes , vol.4 , pp. 40-118
    • Gikman, I.I.1
  • 11
    • 0026186379 scopus 로고
    • Flicker noise and the estimation of the Allan variance
    • Masry, E., 1991. Flicker noise and the estimation of the Allan variance. IEEE Trans. Inform. Theory 37, 1173-1177.
    • (1991) IEEE Trans. Inform. Theory , vol.37 , pp. 1173-1177
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  • 14
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    • Stochastic Markovian fields
    • Krishnaiah, P.R. (Ed.), Academic Press, New York
    • Rozanov, Y.A., 1979. Stochastic Markovian fields. In: Krishnaiah, P.R. (Ed.), Developments in Statistics, vol. 2. Academic Press, New York, pp. 203-234.
    • (1979) Developments in Statistics , vol.2 , pp. 203-234
    • Rozanov, Y.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.