Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11009-015-9460-9 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1852606795 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1505.04292 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic variations along irregular subdivisions for Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification of filtered white noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-fractional Brownian motion and its relation to occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact confidence intervals for the Hurst parameter of a fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Limit Theorem for Stochastic Processes with Gaussian Increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4811459 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic variations and estimation of the local Hölder index of a Gaussian process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimation of the extended Orey index for Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4920763 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A complement to Gladyshev's theorem / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11009-015-9460-9 / rank
 
Normal rank

Latest revision as of 00:08, 9 December 2024

scientific article
Language Label Description Also known as
English
Exact confidence intervals of the extended Orey index for Gaussian processes
scientific article

    Statements

    Exact confidence intervals of the extended Orey index for Gaussian processes (English)
    0 references
    0 references
    0 references
    11 November 2016
    0 references
    Gaussian processes
    0 references
    Orey index
    0 references
    concentration inequality
    0 references
    confidence intervals
    0 references
    fractional Ornstein-Uhlenbeck process
    0 references
    subfractional Brownian motion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references