Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571): Difference between revisions

@@ Property / OpenAlex ID @@
+W2963256090
@@ Property / OpenAlex ID: W2963256090 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03359
@@ Property / arXiv ID: 1708.03359 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet estimation for operator fractional Brownian motion
+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 @@
+Multivariate Wavelet Whittle Estimation in Long-range Dependence
+Normal rank
@@ Property / cites work @@
+Identification of the Multivariate Fractional Brownian Motion
+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 @@
+Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
+Normal rank
@@ Property / cites work @@
+Parameter estimation of selfsimilarity exponents
@@ Property / cites work: Parameter estimation of selfsimilarity exponents / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Operator scaling stable random fields
@@ Property / cites work: Operator scaling stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
+Normal rank
@@ Property / cites work @@
+Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
+Normal rank
@@ Property / cites work @@
+EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
+Normal rank
@@ Property / cites work @@
+An optimality result about sample path properties of Operator Scaling Gaussian Random Fields
+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 @@
+Wavelet analysis of the multivariate fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Exponents of operator self-similar random fields
@@ Property / cites work: Exponents of operator self-similar random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Domain and range symmetries of operator fractional Brownian fields
+Normal rank
@@ Property / cites work @@
+Integral representations and properties of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Exponents, symmetry groups and classification of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis and synthesis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Non-Linear Wavelet Regression and Branch &amp; Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Local Whittle estimator for anisotropic random fields
+Normal rank
@@ Property / cites work @@
+Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion
+Normal rank
@@ Property / cites work @@
+Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
+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 @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
+Normal rank
@@ Property / cites work @@
+A limit theory for long-range dependence and statistical inference on related models
+Normal rank
@@ Property / cites work @@
+Semiparametric inference in multivariate fractionally cointegrated systems
+Normal rank
@@ Property / cites work @@
+Gaussian pseudo-maximum likelihood estimation of fractional time series models
+Normal rank
@@ Property / cites work @@
+Operator-Self-Similar Processes in a Finite-Dimensional Space
+Normal rank
@@ Property / cites work @@
+DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES
+Normal rank
@@ Property / cites work @@
+Mixed-correlated ARFIMA processes for power-law cross-correlations
+Normal rank
@@ Property / cites work @@
+Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
+Normal rank
@@ Property / cites work @@
+Operator self similar stochastic processes in \(R^ n\).
+Normal rank
@@ Property / cites work @@
+On determination of cointegration ranks
@@ Property / cites work: On determination of cointegration ranks / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate operator-self-similar random fields
@@ Property / cites work: Multivariate operator-self-similar random fields / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
+Normal rank
@@ Property / cites work @@
+Operator-self-similar stable processes
@@ Property / cites work: Operator-self-similar stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4488070
@@ Property / cites work: Q4488070 / rank @@
+Normal rank
@@ Property / cites work @@
+Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
+Normal rank
@@ Property / cites work @@
+The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Moment estimator for random vectors with heavy tails
+Normal rank
@@ Property / cites work @@
+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
+Normal rank
@@ Property / cites work @@
+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
+Normal rank
@@ Property / cites work @@
+A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation of multi-variate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Fully modified narrow‐band least squares estimation of weak fractional cointegration
+Normal rank
@@ Property / cites work @@
+A storage model with self-similar input
@@ Property / cites work: A storage model with self-similar input / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for cointegration using principal components methods
+Normal rank
@@ Property / cites work @@
+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling transition for long-range dependent Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Multiple local Whittle estimation in stationary systems
+Normal rank
@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
+Normal rank
@@ Property / cites work @@
+The averaged periodogram estimator for a power law in coherency
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of multivariate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractionally cointegrated systems
+Normal rank
@@ Property / cites work @@
+Estimation of the self-similarity parameter in linear fractional stable motion.
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / cites work @@
+Q4407596
@@ Property / cites work: Q4407596 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference of Bivariate Long-memory Aggregate Time Series
+Normal rank
@@ Property / cites work @@
+A wavelet-based joint estimator of the parameters of long-range dependence
+Normal rank
@@ Property / cites work @@
+Q4894817
@@ Property / cites work: Q4894817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3605398
@@ Property / cites work: Q3605398 / rank @@
+Normal rank