Pages that link to "Item:Q2466677"
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The following pages link to Estimation of the Hurst parameter from discrete noisy data (Q2466677):
Displayed 12 items.
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)