Pages that link to "Item:Q971934"
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The following pages link to Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934):
Displaying 50 items.
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- On the distribution of the Rosenblatt process (Q386276) (← links)
- Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← links)
- An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
- Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions (Q468735) (← links)
- A weak convergence to Hermite process by martingale differences (Q471627) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Impact of correlated noises on additive dynamical systems (Q1718917) (← links)
- Estimating self-similarity through complex variations (Q1950866) (← links)
- Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
- Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process (Q2105173) (← links)
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279) (← links)
- Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
- Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
- Asymptotic covariances for functionals of weakly stationary random fields (Q6123278) (← links)
- Fractal dimensions of the Rosenblatt process (Q6157011) (← links)
- Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)