Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019): Difference between revisions

@@ Property / cites work @@
+Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
+Normal rank
@@ Property / cites work @@
+Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the self-similarity parameter in linear fractional stable motion.
+Normal rank
@@ Property / cites work @@
+Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
+Normal rank
@@ Property / cites work @@
+Sample path properties of ergodic self-similar processes
+Normal rank