Marco Dozzi

Identifiers

• name variant Marco Dozzi 0.60 · backfill

Papers (6)

1. Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation math.PR · 2016 · author #1
2. Asymptotic behavior of mixed power variations and statistical estimation in mixed models math.PR · 2013 · author #1
3. On a space discretization scheme for the Fractional Stochastic Heat Equations math.PR · 2011 · author #2
4. Real harmonizable multifractional stable process and its local properties math.PR · 2010 · author #1
5. Local time and Tanaka formula for a Volterra-type multifractional Gaussian process math.ST · 2010 · author #2
6. Sample path properties of the local time of multifractional Brownian motion math.PR · 2007 · author #2

Mentions

• 1301.0993 #1 · backfill · confidence 0.70 Marco Dozzi
• 1102.4689 #2 · backfill · confidence 0.70 Marco Dozzi
• 1012.0503 #1 · backfill · confidence 0.70 Marco Dozzi
• 1011.6139 #2 · backfill · confidence 0.70 Marco Dozzi
• 0709.0637 #2 · backfill · confidence 0.70 Marco Dozzi

Frequent Coauthors

• Brahim Boufoussi 2 shared papers
• Georgiy Shevchenko 2 shared papers
• Yuliya Mishura 2 shared papers
• Kostiantyn Ralchenko 1 shared papers
• Latifa Debbi 1 shared papers
• Raby Guerbaz 1 shared papers
• Renaud Marty 1 shared papers
• Yuriy Kozachenko 1 shared papers