scientific article; zbMATH DE number 7136685
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Publication:4972749
zbMath1432.62300MaRDI QIDQ4972749
Juan Kalemkerian, José Rafael León
Publication date: 26 November 2019
Full work available at URL: http://alea.impa.br/articles/v16/16-41.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)
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Cites Work
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- Integration questions related to fractional Brownian motion
- Fractional {O}rnstein-{U}hlenbeck processes
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- On fractional Ornstein-Uhlenbeck processes
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