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

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@@ Property / zbMATH Keywords @@
+linear multifractional stable motion
@@ Property / zbMATH Keywords: linear multifractional stable motion / rank @@
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@@ Property / zbMATH Keywords @@
+wavelet estimation
@@ Property / zbMATH Keywords: wavelet estimation / rank @@
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@@ Property / zbMATH Keywords @@
+local self-similarity
@@ Property / zbMATH Keywords: local self-similarity / rank @@
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@@ Property / zbMATH Keywords @@
+Hölder regularity
@@ Property / zbMATH Keywords: Hölder regularity / rank @@
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+laws of large numbers
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@@ Property / arXiv ID: 1304.2995 / rank @@
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@@ Property / cites work @@
+Tangent fields and the local structure of random fields
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@@ Property / cites work @@
+Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter
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@@ Property / cites work @@
+Linear multifractional stable motion: fine path properties
+Normal rank
@@ Property / cites work @@
+On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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+Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
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+Identifying the multifractional function of a Gaussian process
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+Elliptic Gaussian random processes
@@ Property / cites work: Elliptic Gaussian random processes / rank @@
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+Identification of multifractional Brownian motion
@@ Property / cites work: Identification of multifractional Brownian motion / rank @@
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+An estimation of the stability and the localisability functions of multistable processes
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+Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
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+Q3149666
@@ Property / cites work: Q3149666 / rank @@
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@@ Property / cites work @@
+THE LOCAL STRUCTURE OF RANDOM PROCESSES
@@ Property / cites work: THE LOCAL STRUCTURE OF RANDOM PROCESSES / rank @@
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+Real harmonizable multifractional Lévy motions
@@ Property / cites work: Real harmonizable multifractional Lévy motions / rank @@
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+Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
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+Q3141895
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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@@ Property / cites work @@
+Estimation of the self-similarity parameter in linear fractional stable motion.
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@@ Property / cites work @@
+Stochastic properties of the linear multifractional stable motion
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@@ links / mardi / name / links / mardi / name @@
+Publication:493615