scientific article; zbMATH DE number 1453179
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zbMATH Open0973.62070MaRDI QIDQ4955461FDOQ4955461
Authors: Donna Mary Salopek, Rimas Norvaiša
Publication date: 5 December 2001
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- On estimation of the extended Orey index for Gaussian processes
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
- Weighted power variation of integrals with respect to a Gaussian process
- Estimating the \(p\)-variation index of a sample function: an application to financial data set
- Rough functions: \(p\)-variation, calculus, and index estimation
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
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