Local Hölder exponent estimation for multivariate continuous time processes

DOI10.1080/10485250310001622884MaRDI QIDQ4819562zbMATH OpenOpenAlexFDO

Authors Delphine Blanke

Publication date 27 September 2004

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250310001622884

zbMATH Keywords

continuous timeHölder exponentstatistics of processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09) Sample path properties (60G17)

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Cited in

(4)

• A note on the estimation of the Hölder constant
• Estimation of the local regularity index of a sample path
• Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
• scientific article; zbMATH DE number 5630489 (Why is no real title available?)

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