Pages that link to "Item:Q2466677"

The following pages link to Estimation of the Hurst parameter from discrete noisy data (Q2466677):

Displaying 19 items.

• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
• Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
• Learning the smoothness of noisy curves with application to online curve estimation (Q2136651) (← links)
• Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
• Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency (Q2188103) (← links)
• Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
• Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
• Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
• Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
• A fractional model for the COVID-19 pandemic: Application to Italian data (Q5859960) (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
• Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)