Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678): Difference between revisions

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+Nikolai N. Leonenko
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+Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter
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+Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
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+Ergodic properties of stationary stable processes
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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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+Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
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+SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
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+Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
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+Stable mixed moving averages
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+Publication:2355678