Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2964110156 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1304.2995 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tangent fields and the local structure of random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear multifractional stable motion: fine path properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the local Hurst function of multifractional Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying the multifractional function of a Gaussian process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elliptic Gaussian random processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification of multifractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: An estimation of the stability and the localisability functions of multistable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3149666 / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE LOCAL STRUCTURE OF RANDOM PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real harmonizable multifractional Lévy motions / rank
 
Normal rank
Property / cites work
 
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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the self-similarity parameter in linear fractional stable motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic properties of the linear multifractional stable motion / rank
 
Normal rank

Latest revision as of 18:04, 10 July 2024

scientific article
Language Label Description Also known as
English
Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
scientific article

    Statements

    Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (English)
    0 references
    0 references
    0 references
    3 September 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    linear multifractional stable motion
    0 references
    wavelet estimation
    0 references
    local self-similarity
    0 references
    Hölder regularity
    0 references
    laws of large numbers
    0 references
    0 references
    0 references