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):
Displayed 50 items.
- 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)
- MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
- Local Detection Of Defects From Image Sequences (Q3601370) (← links)
- Volatility is rough (Q4554473) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Local Hölder exponent estimation for multivariate continuous time processes (Q4819562) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
- (Q4972749) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- ON MULTIFRACTIONALITY OF SPHERICAL RANDOM FIELDS WITH COSMOLOGICAL APPLICATIONS (Q5038205) (← links)
- Continuity in law of some additive functionals of bifractional Brownian motion (Q5086438) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
- Cramèr-Rao bounds for fractional Brownian motions (Q5952114) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)