Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires

DOI10.1016/S0764-4442(99)80202-XzbMath0934.62081OpenAlexW2021665696MaRDI QIDQ4260669

Jean-Marc Bardet

Publication date: 27 April 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80202-x

zbMATH Keywords

Gaussian processesBrownian motionstesting self-similarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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