Pages that link to "Item:Q1805757"
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The following pages link to Identification of filtered white noises (Q1805757):
Displayed 18 items.
- Study of a robust feature: the pointwise Lipschitz regularity (Q408788) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Multi-operator scaling random fields (Q719779) (← links)
- Consistent estimates of deformed isotropic Gaussian random fields on the plane (Q834342) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Identifying the anisotropical function of a \(d\)-dimensional Gaussian self-similar process with stationary increments (Q882911) (← links)
- Fields with exceptional tangent fields (Q1780935) (← links)
- Local self-similarity and the Hausdorff dimension (Q1871481) (← links)
- On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
- Local time and related sample paths of filtered white noises (Q2464587) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← 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)
- Cramèr-Rao bounds for fractional Brownian motions (Q5952114) (← links)