Wavelet estimation for operator fractional Brownian motion
From MaRDI portal
Publication:2405206
DOI10.3150/15-BEJ790zbMath1432.60045arXiv1501.06094MaRDI QIDQ2405206
Publication date: 21 September 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.06094
60G22: Fractional processes, including fractional Brownian motion
Related Items
Asymptotic theory for the detection of mixing in anomalous diffusion, Statistical challenges in microrheology, Robust Two-Step Wavelet-Based Inference for Time Series Models, Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion, Tangent fields, intrinsic stationarity, and self similarity, Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values, Two-step wavelet-based estimation for Gaussian mixed fractional processes, Tempered fractional Brownian motion: wavelet estimation, modeling and testing, Wavelet eigenvalue regression in high dimensions