Oscillating Gaussian processes
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Publication:2023470
DOI10.1007/s11203-020-09212-6zbMath1459.60082arXiv1905.12031OpenAlexW3021042171MaRDI QIDQ2023470
Soledad Torres, Lauri Viitasaari, Pauliina Ilmonen
Publication date: 3 May 2021
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.12031
parameter estimationGaussian processesself-similaritycentral limit theoremstationarityoscillating processes
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Point estimation (62F10) (L^p)-limit theorems (60F25)
Related Items (3)
Representation of solutions to sticky stochastic differential equations ⋮ Bayesian inference for fractional oscillating Brownian motion ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes
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