Estimation of Rényi exponents in random cascades
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Publication:1290371
DOI10.2307/3318431zbMath0953.62088OpenAlexW1559975494MaRDI QIDQ1290371
Aldo V. Vecchia, Brent M. Troutman
Publication date: 10 January 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1173147902
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)
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