Pages that link to "Item:Q1805757"

The following pages link to Identification of filtered white noises (Q1805757):

Displaying 29 items.

• Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
• 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)
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Fields with exceptional tangent fields (Q1780935) (← links)
• Local self-similarity and the Hausdorff dimension (Q1871481) (← links)
• Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve (Q2074320) (← links)
• Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← 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)
• 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)
• Cramèr-Rao bounds for fractional Brownian motions (Q5952114) (← links)
• Asymptotic expansion of an estimator for the Hurst coefficient (Q6155087) (← links)