Sage Journals: Discover world-class research

Retricted access

Research article

First published 2025-5

On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Retricted access

Research article

First published 2015-10

Learning from others: an experimental test of Brownian motion uncertainty models

David Glick, C Daniel Myers

Journal of Theoretical Politics

Retricted access

Research article

First published 2025-9

On Small Deviations of Exponential Functional of Brownian Motion With Applications

Jacek Jakubowski, Maciej Wiśniewolski

Asymptotic Analysis

Free access

Research article

First published 2011-2

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

Kęstutis Kubilius, Dmitrij Melichov

Informatica: An International Journal of Computing and Informatics

Retricted access

Research article

First published 2025-8

Bayesian Inference of Geometric Brownian Motion: An Extension with Jumps

Yifei Yan, Juan Sosa, Carlos Alberto Martínez

Model Assisted Statistics and Applications

Retricted access

Research article

First published 2022-04-28

Properties of fuzzy Ito integrals with respect to fuzzy Brownian motion

S. Panda, J.K. Dash, G.B. Panda

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Retricted access

Research article

First published 2009-3

Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motions

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Retricted access

Research article

First published 2021-6-9

On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

Nguyen Huy Tuan, Tomás Caraballo, Tran Ngoc Thach

Asymptotic Analysis

Retricted access

Research article

First published 2018-2

Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models

Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury [...]

Risk and Decision Analysis

Retricted access

Research article

First published 2022-11

Estimation for a Misspecified Cusp-Type Signal Driven by a Fractional Brownian Motion

M. N. Mishra, B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Search results