scientific article; zbMATH DE number 1258336
zbMATH Open0953.62082MaRDI QIDQ4229162FDOQ4229162
Authors: Lieve Delbeke, Walter Van Assche 
Publication date: 9 March 1999
Full work available at URL: http://www.emis.de/proceedings/3ICAOC/
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asymptotic normalityconsistencycentral limit theoremunbiasednessfractional Brownian motionself-similar processes
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cited In (16)
- Estimation of the self-similarity parameter in linear fractional stable motion.
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- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
- Wavelet estimation for operator fractional Brownian motion
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
- Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Statistical study of the wavelet analysis of fractional Brownian motion
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter
- Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets
- Estimation of the self-similarity parameter using the wavelet transform
- On estimating the spectral exponent of fractional Brownian motion
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
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