Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747): Difference between revisions

@@ Property / describes a project that uses @@
+DLMF
@@ Property / describes a project that uses: DLMF / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2991460318
@@ Property / OpenAlex ID: W2991460318 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04935
@@ Property / arXiv ID: 1808.04935 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet estimation for operator fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Two-step wavelet-based estimation for Gaussian mixed fractional processes
+Normal rank
@@ Property / cites work @@
+Q4407622
@@ Property / cites work: Q4407622 / rank @@
+Normal rank
@@ Property / cites work @@
+Possible long-range dependence in fractional random fields.
+Normal rank
@@ Property / cites work @@
+Stochastic models for fractal processes
@@ Property / cites work: Stochastic models for fractal processes / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered stable Lévy motion and transient super-diffusion
+Normal rank
@@ Property / cites work @@
+Statistical study of the wavelet analysis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Wavelet estimator of long-range dependent processes.
+Normal rank
@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
+Normal rank
@@ Property / cites work @@
+Resonant behavior of the generalized Langevin system with tempered Mittag–Leffler memory kernel
+Normal rank
@@ Property / cites work @@
+Q4434436
@@ Property / cites work: Q4434436 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
+Normal rank
@@ Property / cites work @@
+Q4524816
@@ Property / cites work: Q4524816 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes
+Normal rank
@@ Property / cites work @@
+Q5544740
@@ Property / cites work: Q5544740 / rank @@
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet decompositions of stationary time series
+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 @@
+Non-Linear Wavelet Regression and Branch &amp; Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q3278998
@@ Property / cites work: Q3278998 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
+Normal rank
@@ Property / cites work @@
+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Varieties of long memory models
@@ Property / cites work: Varieties of long memory models / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
+Normal rank
@@ Property / cites work @@
+Q5776300
@@ Property / cites work: Q5776300 / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered stable distributions and processes
@@ Property / cites work: Tempered stable distributions and processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Langevin equation with tempered memory kernel
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY  INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Q4488070
@@ Property / cites work: Q4488070 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+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 @@
+Tempered fractional Brownian motion
@@ Property / cites work: Tempered fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration for tempered fractional Brownian motion
+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 @@
+Q3579593
@@ Property / cites work: Q3579593 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480287
@@ Property / cites work: Q5480287 / rank @@
+Normal rank
@@ Property / cites work @@
+HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
@@ Property / cites work: HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY / rank @@
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized tempered stable processes
@@ Property / cites work: Generalized tempered stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered Hermite process
@@ Property / cites work: Tempered Hermite process / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered fractional Brownian and stable motions of second kind
+Normal rank
@@ Property / cites work @@
+Tempered fractional calculus
@@ Property / cites work: Tempered fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for ARTFIMA time series
@@ Property / cites work: Parameter estimation for ARTFIMA time series / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
+Normal rank
@@ Property / cites work @@
+Estimation of the self-similarity parameter in linear fractional stable motion.
+Normal rank
@@ Property / cites work @@
+Q4407596
@@ Property / cites work: Q4407596 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet-based joint estimator of the parameters of long-range dependence
+Normal rank
@@ Property / cites work @@
+A generalized Isserlis theorem for location mixtures of Gaussian random vectors
+Normal rank
@@ Property / cites work @@
+Multivariate Hadamard self-similarity: testing fractal connectivity
+Normal rank
@@ Property / cites work @@
+Bifurcation dynamics of the tempered fractional Langevin equation
+Normal rank
@@ Property / cites work @@
+Arbitrage with fractional Gaussian processes
@@ Property / cites work: Arbitrage with fractional Gaussian processes / rank @@
+Normal rank