Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (Q1857367): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1012227325436 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1561911018 / rank | |||
Normal rank | |||
Latest revision as of 08:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates |
scientific article |
Statements
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (English)
0 references
24 March 2003
0 references
fractal dimension
0 references
discrete variations
0 references
Hölder exponent
0 references
minimax optimal rate estimation
0 references
semi-parametric models
0 references
Adler process
0 references
fractional Brownian motion
0 references
