Estimation in a problem of fractional integration

DOI10.1088/0266-5611/20/5/007MaRDI QIDQ4664389zbMATH OpenOpenAlexFDO

Authors Laurent Cavalier

Publication date 5 April 2005

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0266-5611/20/5/007

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

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Cited in

(9)

• Minimax signal detection under weak noise assumptions
• Kink estimation in stochastic regression with dependent errors and predictors
• Minimax estimation of linear functionals under squared error loss
• Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding
• Adaptive minimax estimation of a fractional derivative
• Kink estimation with correlated noise
• Evaluating the efficiency of fractional integration parameter estimators
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise

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