Pages that link to "Item:Q1952030"

The following pages link to Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030):

Displaying 20 items.

• Approximation of the Rosenblatt sheet (Q305890) (← links)
• An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
• Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← 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)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
• Estimating self-similarity through complex variations (Q1950866) (← links)
• Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
• A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
• Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Donsker type theorem for fractional Poisson process (Q2322591) (← links)
• Weak convergence to Rosenblatt sheet (Q2355255) (← links)
• An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)