The following pages link to (Q4363990):
Displayed 50 items.
- Discretization of continuous time discrete scale invariant processes: estimation and spectra (Q315677) (← links)
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Global smoothness estimation of a Gaussian process from general sequence designs (Q405335) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
- mBm-based scalings of traffic propagated in internet (Q624747) (← links)
- A wavelet characterization for the upper global Hölder index (Q692623) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
- Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
- The screening effect in kriging (Q1848939) (← links)
- Compactly supported correlation functions (Q1861401) (← links)
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)
- Fractal and smoothness properties of space-time Gaussian models (Q1946959) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve (Q2074320) (← links)
- Bivariate covariance functions of Pólya type (Q2111060) (← links)
- Multi-fractional generalized Cauchy process and its application to teletraffic (Q2136787) (← links)
- Fractal teletraffic delay bounds in computer networks (Q2141466) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Local Detection Of Defects From Image Sequences (Q3601370) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- A deep look into the dagum family of isotropic covariance functions (Q5049894) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
- Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
- (Q6138411) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)