scientific article; zbMATH DE number 1072474

zbMATH Open0878.62058MaRDI QIDQ4359378FDOQ4359378

Authors: Jacques Istas, Catherine Larédo 

Publication date: 5 January 1998

Title of this publication is not available (Why is that?)

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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)

Cited In (9)

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

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