Pages that link to "Item:Q1366451"
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The following pages link to Quadratic variations and estimation of the local Hölder index of a Gaussian process (Q1366451):
Displaying 50 items.
- Identification of space deformation using linear and superficial quadratic variations (Q1976515) (← links)
- Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Local correlation dimension of multidimensional stochastic process (Q2070626) (← links)
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve (Q2074320) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
- Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
- Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes (Q2189098) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures (Q2329739) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes (Q2469649) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Identification of an isometric transformation of the standard Brownian sheet (Q2491857) (← links)
- A tree approach to \(p\)-variation and to integration (Q2519682) (← links)
- Asymptotically equivalent prediction in multivariate geostatistics (Q2676929) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
