HAL (Le Centre pour la Communication Scientifique Directe) · 2016 · 76 citations · 12 references
EngineeringData ScienceDynamical SystemsStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesErgodic TheoryGaussian ProcessesMarkov ProcessesStochastic Differential EquationsGaussian Process State-space ModelsGaussian Process Time SeriesGaussian Process Time Series ModelsMarkovian Gaussian ProcessesNon-stationary Gaussian ProcessesOrnstein-uhlenbeck ModelsOrnstein-uhlenbeck Processes
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Statistical Aspects of the fractional stochastic calculus
2005 · 130 citations
Statistical aspects of the fractional stochastic calculus
The Annals of Statistics · 2007 · 121 citations · Full text