Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (Q5174343)
From MaRDI portal
scientific article; zbMATH DE number 6404984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes |
scientific article; zbMATH DE number 6404984 |
Statements
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (English)
0 references
17 February 2015
0 references
wavelet analysis
0 references
non-Gaussian stochastic processes
0 references
wavelet coefficients
0 references
scalogram
0 references
long memory parameter
0 references
Wiener chaos
0 references
Hermite processes
0 references
Hermite polynomial
0 references
self-similar processes
0 references
Rosenblatt process
0 references
