Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
Exponents, symmetry groups and classification of operator fractional Brownian motions
Integral representations and properties of operator fractional Brownian motions
On the Behrens--Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests
On the wavelet-based simulation of anomalous diffusion
Statistical Challenges in Microrheology
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