A, B, C
- affinely independent
- approximation of
- fBm
- absolute continuous, 164
- by semimartingales, 157
- by series of integrals, 153
- multifractional Brownian motion, 171
- beta function, 182
- binomial coefficient, 187
- Brownian motion, 196
- Chebyshev center, 34
- Cholesky decomposition, 32, 240
- circulant
- circumcenter, 205
- circumsphere, 206
- constrained least squares, 208
- criterion function, 34
D, E, F
- deflate step, 228
- digamma function, 182
- Euler
- constant, 182
- integral of the first kind, 182
- reflection formula, 181
- feasible point, 214
- filtration, 195
- fractional
- Brownian motion,
- calculus, 198
- derivative, 198
- Gaussian noise, 240
- integral, 198
- fully constrained least squares, 209
G, H, I
- gamma function, 181
- Gauss formula, 182
- Gaussian process, 196
- Hosking method, 242
- Hurst index,
- inequality
- Burkholder–Davis–Gundy, 197
- Garsia–Rodemich–Rumsey, 194
- integral
- fractional, 198
- generalized Lebesgue–Stieltjes, 199
- Wiener, 196
L, M, P, R
- Legendre formula, 181
- Mandelbrot–Van Ness representation,
- martingale, 196
- Molchan
- multifractional
- principal functional,
- profile, 214
- Riemann zeta function, 184
- Riemann–Liouville process, 51
S, T, W
- self-similar,
- semimartingale, 196
- “similar” functions, 118
- Simpson formula, 125
- slope function, 191
- stochastic process, 195
- sum-constrained constrained least
- sum-constrained least squares
- tetragamma function, 182
- theorem
- Hahn–Banach, 193
- Karush–Kuhn–Tucker, 225
- on normal correlation, 195
- trigamma function, 182
- Weyl representation, 199
- Wiener
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