scientific article; zbMATH DE number 1086066
From MaRDI portal
Publication:4363990
zbMath0889.62072MaRDI QIDQ4363990
John T. Kent, Andrew T. A. Wood
Publication date: 13 November 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Record length requirement of long-range dependent teletraffic ⋮ Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. ⋮ A deep look into the dagum family of isotropic covariance functions ⋮ Multi-fractional generalized Cauchy process and its application to teletraffic ⋮ Fractal teletraffic delay bounds in computer networks ⋮ Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets ⋮ Discretization of continuous time discrete scale invariant processes: estimation and spectra ⋮ Generalized Cauchy model of sea level fluctuations with long-range dependence ⋮ Testing self-similarity through Lamperti transformations ⋮ Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates ⋮ Identification of multifractional Brownian motion ⋮ Fast and unbiased estimator of the time-dependent Hurst exponent ⋮ Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion ⋮ Estimation of the Hurst parameter in the simultaneous presence of jumps and noise ⋮ Tail estimation of the spectral density for a stationary Gaussian random field ⋮ Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion ⋮ Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size ⋮ A class of negatively fractal dimensional Gaussian random functions ⋮ mBm-based scalings of traffic propagated in internet ⋮ Log-periodogram regression of two-dimensional intrinsically stationary random fields ⋮ Estimation of the Hurst parameter from continuous noisy data ⋮ Fractal and smoothness properties of space-time Gaussian models ⋮ Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise ⋮ Expectiles for subordinated Gaussian processes with applications ⋮ Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity ⋮ Abstract description of Internet traffic of generalized Cauchy type ⋮ Unnamed Item ⋮ Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles ⋮ Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments ⋮ Regularity of multifractional moving average processes with random Hurst exponent ⋮ Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes ⋮ LASS: a tool for the local analysis of self-similarity ⋮ A wavelet characterization for the upper global Hölder index ⋮ Fractal time series -- A tutorial review ⋮ Variance bound of ACF estimation of one block of fGn with LRD ⋮ Estimation of anisotropic Gaussian fields through Radon transform ⋮ Local Detection Of Defects From Image Sequences ⋮ Self-similarity index estimation via wavelets for locally self-similar processes ⋮ Estimators of fractal dimension: assessing the roughness of time series and spatial data ⋮ Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure ⋮ Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid ⋮ Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility ⋮ On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions ⋮ Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve ⋮ The screening effect in kriging ⋮ Compactly supported correlation functions ⋮ Bivariate covariance functions of Pólya type ⋮ Asymptotic behavior of mixed power variations and statistical estimation in mixed models