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A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs
Taylor & Francis Verlag | 2012| -
Fractional Poisson process: long-range dependence and applications in ruin theory
Project Euclid | 2014| -
Deviation probability bounds for fractional martingales and related remarks
Free accessArXiv | 2012| -
Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
Free accessArXiv | 2012| -
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
Taylor & Francis Verlag | 2018| -
Deviation probability bounds for fractional martingales and related remarks
Online Contents | 2012| -
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
British Library Online Contents | 2018| -
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
British Library Online Contents | 2018| -
Portmanteau test for the asymmetric power GARCH model when the power is unknown
Springer Verlag | 2022|
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