Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337)

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Two-step wavelet-based estimation for Gaussian mixed fractional processes

scientific article; zbMATH DE number 7086431

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English	Two-step wavelet-based estimation for Gaussian mixed fractional processes	scientific article; zbMATH DE number 7086431

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instance of

scholarly article

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title

Two-step wavelet-based estimation for Gaussian mixed fractional processes (English)

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Statistical Inference for Stochastic Processes

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publication date

26 July 2019

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full work available at URL

https://arxiv.org/abs/1607.05167

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zbMATH Keywords

multivariate stochastic process

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fractional stochastic process

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operator self-similarity

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demixing

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wavelets

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describes a project that uses

TSA

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longmemo

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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

1420.62366

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Mathematics Subject Classification ID

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10.1007/S11203-018-9190-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:2316337