scientific article; zbMATH DE number 2168996

zbMATH Open1064.62093MaRDI QIDQ4675129FDOQ4675129

Authors: O. O. Kurchenko 

Publication date: 20 May 2005

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

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zbMATH Keywords

Hurst parameterGaussian stationary random sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

Cited In (5)

• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
• Singularity of Subfractional Brownian Motions with Different Hurst Indices
• Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance
• α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
• Path properties of dilatively stable processes and singularity of their distributions

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