The following pages link to (Q4407623):
Displayed 16 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)
- Bootstrapping the log-periodogram regression (Q1927723) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← 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)
- Estimation of self-similar Gaussian fields using wavelet transform (Q2788473) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)