Estimating self-similarity through complex variations (Q1950866): Difference between revisions

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+A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
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+Central limit theorems for non-linear functionals of Gaussian fields
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+Variations and Hurst index estimation for a Rosenblatt process using longer filters
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+Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Q3084090
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+Manifold indexed fractional fields
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+Q5422651
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+Normal Approximations with Malliavin Calculus
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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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+Q4301585
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+Integral-geometric construction of self-similar stable processes
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+Variations and estimators for self-similarity parameters via Malliavin calculus
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+W2076888252
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+Publication:1950866