Pages that link to "Item:Q1002547"
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The following pages link to Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547):
Displaying 6 items.
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Classifying heartrate by change detection and wavelet methods for emergency physicians (Q3465130) (← links)
