A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212): Difference between revisions

@@ Property / OpenAlex ID @@
+W1987703160
@@ Property / OpenAlex ID: W1987703160 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2664
@@ Property / arXiv ID: 0811.2664 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407622
@@ Property / cites work: Q4407622 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet-based synthesis of the Rosenblatt process
@@ Property / cites work: Wavelet-based synthesis of the Rosenblatt process / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical study of the wavelet analysis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Wavelet estimator of long-range dependent processes.
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
+Normal rank
@@ Property / cites work @@
+Variations and Hurst index estimation for a Rosenblatt process using longer filters
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+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 @@
+Multiple stochastic integrals with dependent integrators
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Whittle estimator for finite-variance non-Gaussian time series with long memory
+Normal rank
@@ Property / cites work @@
+Wavelets, generalized white noise and fractional integration: The synthesis of 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 @@
+Q4407607
@@ Property / cites work: Q4407607 / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for multiple stochastic integrals and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of wavelet estimators of the memory parameter for linear processes
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+A representation for self-similar processes
@@ Property / cites work: A representation for self-similar processes / rank @@
+Normal rank
@@ Property / cites work @@
+Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
+Normal rank
@@ Property / cites work @@
+Analysis of the Rosenblatt process
@@ Property / cites work: Analysis of the Rosenblatt process / rank @@
+Normal rank
@@ Property / cites work @@
+Variations and estimators for self-similarity parameters via Malliavin calculus
+Normal rank