Pages that link to "Item:Q608212"

The following pages link to A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212):

Displaying 30 items.

• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• On a class of self-similar processes with stationary increments in higher order Wiener chaoses (Q402486) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
• A weak convergence to Hermite process by martingale differences (Q471627) (← links)
• Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence (Q785666) (← links)
• A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
• Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
• Estimating self-similarity through complex variations (Q1950866) (← links)
• Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process (Q2105173) (← links)
• A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
• Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
• Lower bound for local oscillations of Hermite processes (Q2186639) (← links)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
• Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
• Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes (Q2340304) (← links)
• Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
• Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
• Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
• (Q5120399) (← links)
• Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process (Q6062263) (← links)
• OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP (Q6142962) (← links)
• Fractal dimensions of the Rosenblatt process (Q6157011) (← links)
• Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)