Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires

DOI10.1016/S0764-4442(01)01952-8zbMath1014.62100MaRDI QIDQ2745754

Marie-Eliette Dury

Publication date: 24 July 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hurst parametermoving averageharmonizable

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Self-similar stochastic processes (60G18)

Related Items (5)

Simulation of Infinitely Divisible Random Fields ⋮ A general framework for simulation of fractional fields ⋮ Linear multifractional stable motion: fine path properties ⋮ Parameter estimation of selfsimilarity exponents ⋮ On roughness indices for fractional fields

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