Modified wavelet variation for the Hermite processes (Q6979855)
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scientific article; zbMATH DE number 8044845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modified wavelet variation for the Hermite processes |
scientific article; zbMATH DE number 8044845 |
Statements
Modified wavelet variation for the Hermite processes (English)
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23 May 2025
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Hermite process
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self-similarity
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multiple Wiener-Itô integrals
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wavelet analysis
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Stein-Malliavin calculus
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asymptotic normality
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central limit theorem
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Hurst parameter estimation
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strong consistency
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