Estimating the Hurst parameter (Q882909): Difference between revisions

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+Almost sure oscillation of certain random processes
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+Identification of filtered white noises
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+Central limit theorems for non-linear functionals of Gaussian fields
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Self-intersection gauge for random walks and for Brownian motion
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+ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
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+Wavelet analysis and synthesis of fractional Brownian motion
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Limiting distributions of nonlinear vector functions of stationary Gaussian processes
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Broadband log-periodogram regression of time series with long-range dependence
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