Pages that link to "Item:Q5933670"
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The following pages link to Wavelet estimator of long-range dependent processes. (Q5933670):
Displayed 33 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Wavelet-vaguelette decomposition of spatiotemporal random fields (Q1001498) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← 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)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- Comparative evaluation of semiparametric long-memory estimators (Q5475370) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
- Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization (Q6102371) (← links)