Statistical Estimation for a Class of Self‐Regulating Processes

DOI10.1111/sjos.12118zbMath1371.62063MaRDI QIDQ5251490

Anne Philippe, Jacques Lévy-Véhel, Antoine Echelard

Publication date: 20 May 2015

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00868604/file/estimpointmilieu_final_version.pdf

zbMATH Keywords

stochastic processes; central limit theorem; confidence interval; Hölder exponent; strongly consistent estimator; pointwise regularity; self-regulating function

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62M09: Non-Markovian processes: estimation

62G15: Nonparametric tolerance and confidence regions

60G07: General theory of stochastic processes

Related Items

Self-stabilizing processes, Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

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