scientific article; zbMATH DE number 1944328
From MaRDI portal
Publication:4407623
Self-similar stochastic processes (60G18) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Recommendations
- Recent advances on the semi-parametric estimation of the long-range dependence coefficient
- Semiparametric estimation of spatial long-range dependence
- Semiparametric regression under long-range dependent errors.
- Semiparametric estimation of the long-range parameter
- scientific article; zbMATH DE number 5670731
Cited in
(30)- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Estimating long-range dependence: Finite sample properties and confidence intervals
- Multivariate Hadamard self-similarity: testing fractal connectivity
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Semiparametric estimation of the long-range parameter
- Bootstrapping the log-periodogram regression
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Semiparametric estimation of spatial long-range dependence
- Statistical aspects of the fractional stochastic calculus
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- Estimation of self-similar Gaussian fields using wavelet transform
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
- Recent advances on the semi-parametric estimation of the long-range dependence coefficient
- scientific article; zbMATH DE number 1301878 (Why is no real title available?)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
- Estimation of anisotropic Gaussian fields through Radon transform
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets
- The increment ratio statistic under deterministic trends
- Gaussian random fields and monogenic images
- The tenth Vilnius conference on probability theory and mathematical statistics. II
- Wavelet-based Hurst exponent estimation
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4407623)