The following pages link to (Q4407623):
Displaying 22 items.
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Bootstrapping the log-periodogram regression (Q1927723) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain (Q2431583) (← links)
- Semiparametric estimation of spatial long-range dependence (Q2475780) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Estimation of self-similar Gaussian fields using wavelet transform (Q2788473) (← links)
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
