1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2021
On the long range dependence of time-changed mixed fractional Brownian motion model
Ezzedine Mliki, Shaykhah Alajmi
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we cons…
math.PR2021★ 1 cited
Mixed Generalized Fractional Brownian Motion
Ezzedine Mliki, Shaykhah Alajmi
To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which…