Pages that link to "Item:Q850359"
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The following pages link to Quadratic variations along irregular subdivisions for Gaussian processes (Q850359):
Displayed 16 items.
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
- A complement to Gladyshev's theorem (Q392750) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Quadratic variations of spherical fractional Brownian motions (Q875908) (← links)
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes (Q2469649) (← links)
- On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
- MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (Q3502800) (← links)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)