2 papers
stat.ME2026
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
Matthieu Garcin, Karl Sawaya, Thomas Valade
The linear fractional stable motion (LFSM) extends the fractional Brownian motion (fBm) by considering -stable increments. We propose a method to forecast future increments of…
math.ST2026
Dependencies in Multiplex Networks: A Motif Count Approach
Karl Sawaya, Sofia Olhede
Multiplex networks are a powerful framework for representing systems with multiple types of interactions among a common set of entities. Understanding their structure requires stat…