Pages that link to "Item:Q4674487"

The following pages link to Statistical study of the wavelet analysis of fractional Brownian motion (Q4674487):

Displaying 25 items.

• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
• Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← 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)
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
• Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters (Q5127041) (← links)
• MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
• Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)
• Statistical challenges in microrheology (Q5397947) (← links)
• Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)