Pages that link to "Item:Q3505314"

The following pages link to On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314):

Displaying 37 items.

• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
• Wavelet estimation of the memory parameter for long range dependent random fields (Q465640) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
• Central limit theorems for arrays of decimated linear processes (Q841489) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
• Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• Emergence of turbulent epochs in oil prices (Q2213590) (← links)
• Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
• Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
• Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters (Q5127041) (← links)
• MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
• Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)
• Statistical challenges in microrheology (Q5397947) (← links)