Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (Q1857367)
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scientific article; zbMATH DE number 1870155
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| English | Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates |
scientific article; zbMATH DE number 1870155 |
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Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (English)
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24 March 2003
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fractal dimension
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discrete variations
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Hölder exponent
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minimax optimal rate estimation
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semi-parametric models
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Adler process
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fractional Brownian motion
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0.8247299194335938
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0.7869043946266174
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0.7714205384254456
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