Estimation in a problem of fractional integration

DOI10.1088/0266-5611/20/5/007zbMath1064.62090OpenAlexW1976647139MaRDI QIDQ4664389

Laurent Cavalier

Publication date: 5 April 2005

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/20/5/007

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

Related Items (7)

Minimax estimation of linear functionals under squared error loss ⋮ Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise ⋮ Minimax signal detection under weak noise assumptions ⋮ Kink estimation in stochastic regression with dependent errors and predictors ⋮ Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding ⋮ Kink estimation with correlated noise ⋮ Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets

This page was built for publication: Estimation in a problem of fractional integration