scientific article; zbMATH DE number 1072474

MaRDI QIDQ4359378zbMATHFDO

Authors Jacques Istas, Catherine Larédo

Publication date 5 January 1998

zbMATH Keywords

asymptotic normalitystrong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

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Cited in

(9)

• Non parametric estimation of smooth stationary covariance functions by interpolation methods
• A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes
• A sieve estimator for the covariance of a Gaussian process
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• Estimation of low-rank covariance function
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE

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