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

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Two-step wavelet-based estimation for Gaussian mixed fractional processes
    scientific article

      Statements

      Two-step wavelet-based estimation for Gaussian mixed fractional processes (English)
      0 references
      0 references
      0 references
      0 references
      26 July 2019
      0 references
      multivariate stochastic process
      0 references
      fractional stochastic process
      0 references
      operator self-similarity
      0 references
      demixing
      0 references
      wavelets
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references