Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762): Difference between revisions

@@ Property / author @@
-Vladas Pipiras
@@ Property / author: Vladas Pipiras / rank @@
-Normal rank
@@ Property / author @@
+Vladas Pipiras
@@ Property / author: Vladas Pipiras / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 42C40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G18
@@ Property / Mathematics Subject Classification ID: 60G18 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6245661
@@ Property / zbMATH DE Number: 6245661 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long-range dependence
@@ Property / zbMATH Keywords: long-range dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-Gaussian processes
@@ Property / zbMATH Keywords: non-Gaussian processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+wavelet
@@ Property / zbMATH Keywords: wavelet / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hurst parameter
@@ Property / zbMATH Keywords: Hurst parameter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+number of vanishing moments
@@ Property / zbMATH Keywords: number of vanishing moments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hermite rank
@@ Property / zbMATH Keywords: Hermite rank / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-011-9126-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2089941882
@@ Property / OpenAlex ID: W2089941882 / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling, Fractals and Wavelets
@@ Property / cites work: Scaling, Fractals and Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
+Normal rank
@@ Property / cites work @@
+Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
+Normal rank
@@ Property / cites work @@
+Statistical study of the wavelet analysis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Properties of nonlinear transformations of fractionally integrated processes.
+Normal rank
@@ Property / cites work @@
+Q4407598
@@ Property / cites work: Q4407598 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis and synthesis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4857359
@@ Property / cites work: Q4857359 / rank @@
+Normal rank
@@ Property / cites work @@
+Long- and short-range dependent sequences under exponential subordination
+Normal rank
@@ Property / cites work @@
+Whittle estimator for finite-variance non-Gaussian time series with long memory
+Normal rank
@@ Property / cites work @@
+Q4848214
@@ Property / cites work: Q4848214 / rank @@
+Normal rank
@@ Property / cites work @@
+Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
+Normal rank
@@ Property / cites work @@
+Student processes
@@ Property / cites work: Student processes / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimators in Non-linear Regression Models with Long-Range Dependence
+Normal rank
@@ Property / cites work @@
+Fractal‐Based Point Processes
@@ Property / cites work: Fractal‐Based Point Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Image Processing and Data Analysis
@@ Property / cites work: Image Processing and Data Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407601
@@ Property / cites work: Q4407601 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Q3539473
@@ Property / cites work: Q3539473 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3074472
@@ Property / cites work: Q3074472 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3400728
@@ Property / cites work: Q3400728 / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet-based joint estimator of the parameters of long-range dependence
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:392762