Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126): Difference between revisions

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+Quadratic variations along irregular subdivisions for Gaussian processes
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+Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
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+Identification of filtered white noises
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+Sub-fractional Brownian motion and its relation to occupation times
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+Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
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+Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
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+Fractional {O}rnstein-{U}hlenbeck processes
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+A New Limit Theorem for Stochastic Processes with Gaussian Increments
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+Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
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+Q4811459
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+On estimation of the extended Orey index for Gaussian processes
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+Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
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+Q4920763
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+A complement to Gladyshev's theorem
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