Pages that link to "Item:Q1857367"
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The following pages link to Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (Q1857367):
Displayed 14 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Asymptotically equivalent prediction in multivariate geostatistics (Q2676929) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)