Pages that link to "Item:Q1800793"

The following pages link to Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793):

Displaying 19 items.

• Estimation of the linear fractional stable motion (Q98645) (← links)
• Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
• A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
• High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
• Emergence of turbulent epochs in oil prices (Q2213590) (← links)
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
• (Q5879927) (← links)
• Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
• Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
• On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)
• Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
• Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
• Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
• Tests in functional autoregressive processes via local asymptotic normality condition (Q6641364) (← links)