Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-positive patients. [PDF]
Stat Med, 2016 Stirrup OT +3 more
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Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion. [PDF]
Int Sch Res Notices, 2014 Sun JJ, Zhou S, Zhang Y, Han M, Wang F.
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Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion. [PDF]
Biophys J, 2012 Burnecki K +5 more
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Scaling Exponents of Time Series Data: A Machine Learning Approach. [PDF]
Entropy (Basel), 2023 Raubitzek S +3 more
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Numerical investigation on flow, heat and mass transfer performance of fractional Oldroyd-B hybrid nanofluid as a coolant for power battery. [PDF]
Sci Rep, 2023 Xu X.
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Fractional Brownian motion and long term clinical trial recruitment. [PDF]
J Stat Plan Inference, 2011 Zhang Q, Lai D.
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Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024. [PDF]
Entropy (Basel)Bakalis E, Zerbetto F.
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Algorithmic Approaches for Assessing Multiscale Irreversibility in Time Series: Review and Comparison. [PDF]
Entropy (Basel)Zanin M, Papo D.
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Exploring the impact of Brownian motion on novel closed-form solutions of the extended Kairat-II equation. [PDF]
PLoS OneAldwoah K +5 more
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